Nippon Yusen KK MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.38% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0762 | 23.53 | |
| 0.7498 | 69.93 | |
| 0.0704 | 10.83 | |
| 0.0252 | 3.20 | |
| 0.0348 | 4.67 | |
| 0.9600 | 111.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nippon Yusen KK Analyses
Other MF2-GARCH Analyses on International Equities