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

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V-Lab

Mitsubishi Electric Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.79% (-0.10%)

Analysis last updated: Thursday, April 18, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0687	6.95
$α$	0.0949	9.09
$β$	0.8537	60.17
$γ_{1}$	0.0287	0.92
$γ_{2}$	0.0149	0.32
$γ_{3}$	-0.1352	-4.38
$γ_{4}$	0.1679	6.37
$γ_{5}$	-0.1187	-4.32
$γ_{6}$	0.0497	1.65
$γ_{7}$	0.0009	0.03
$γ_{8}$	-0.0091	-0.36

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

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Volatility Forecasts