Nihon Seikan KK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.82% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2072 | 20.66 | |
| 0.1293 | 19.36 | |
| 0.8695 | 218.35 | |
| -0.0103 | -1.08 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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