Nihon Seikan KK MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.48% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1493 | 20.11 | |
| 0.7369 | 70.67 | |
| -0.0018 | -0.15 | |
| 0.0051 | 1.76 | |
| 0.0090 | 5.43 | |
| 0.9906 | 544.26 |
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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