V-Lab: Nippon Yusen KK Spline-GARCH Volatility Analysis

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V-Lab

Nippon Yusen KK Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.91% (-1.32%)

Analysis last updated: Tuesday, April 30, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0577	5.80
$α$	0.0868	9.44
$β$	0.8682	62.84
$γ_{1}$	-0.1210	-1.63
$γ_{2}$	0.2667	2.32
$γ_{3}$	-0.1957	-2.52
$γ_{4}$	-0.0294	-0.47
$γ_{5}$	0.2089	3.80
$γ_{6}$	-0.2322	-3.77
$γ_{7}$	0.1573	2.24
$γ_{8}$	-0.1080	-1.70
$γ_{9}$	0.1907	2.93
$γ_{10}$	-0.4228	-3.60

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts