V-Lab: Mitsubishi Chemical Group Corp EGARCH Volatility Analysis

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V-Lab

Mitsubishi Chemical Group Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:19.52% (-0.53%)

Analysis last updated: Tuesday, April 16, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0474	11.34
$α$	0.1452	31.41
$β$	0.9668	502.24
$γ$	-0.0670	-13.92

Estimation Period:
Oct 3, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts