V-Lab
V-Lab
Nippon Yusen KK GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:36.69% (-1.12%)

Analysis last updated: Friday, May 3, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Yusen KK GJR-GARCH
paramt-stat
ω0.062418.94
α0.051720.75
β0.9167500.12
γ0.04428.03
Estimation Period:
Jan 3, 1990 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts