Mitsubishi Chemical Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.24% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2254 | 18.04 | |
| 0.0382 | 12.48 | |
| 0.8520 | 172.23 | |
| 0.1045 | 10.29 |
Estimation Period:
Oct 3, 2005 to Feb 20, 2026
Oct 3, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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