Mitsui OSK Lines Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.62% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 20.78 | |
| 0.0495 | 19.12 | |
| 0.9075 | 452.82 | |
| 0.0575 | 9.05 |
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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