Nippon Yusen KK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.97% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 20.07 | |
| 0.0550 | 21.52 | |
| 0.9128 | 485.54 | |
| 0.0426 | 7.73 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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