Nihon Seikan KK EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.34% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1119 | 22.54 | |
| 0.2236 | 28.60 | |
| 0.9634 | 523.32 | |
| 0.0063 | 0.99 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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