Nippon Yusen KK GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.90% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 20.11 | |
| 0.0550 | 21.50 | |
| 0.9126 | 484.67 | |
| 0.0428 | 7.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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