Mitsubishi Chemical Group Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.05% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 24.15 | |
| 0.1148 | 34.73 | |
| 0.8064 | 176.12 | |
| 0.6264 | 17.89 |
Estimation Period:
Oct 3, 2005 to Feb 13, 2026
Oct 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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