Nihon Seikan KK AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.61% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2271 | 22.73 | |
| 0.1311 | 27.60 | |
| 0.8616 | 222.17 | |
| -0.0397 | -0.42 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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