Mitsui OSK Lines Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.47% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1069 | 20.72 | |
| 0.0495 | 19.12 | |
| 0.9075 | 453.31 | |
| 0.0574 | 9.04 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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