V-Lab: Mitsubishi Materials Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Mitsubishi Materials Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:39.99% (-2.25%)

Analysis last updated: Saturday, April 20, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4380	7.51
$α$	0.1135	9.32
$β$	0.8359	52.41
$γ_{1}$	0.0468	4.77
$γ_{2}$	-0.0704	-4.74
$γ_{3}$	0.0332	3.05
$γ_{4}$	-0.0157	-1.51
$γ_{5}$	0.0103	1.26

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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