Mitsubishi Chemical Group Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.24% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2524 | 20.50 | |
| 0.1098 | 26.79 | |
| 0.8269 | 140.61 |
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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