V-Lab
Mitsumi Electric Co Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 24th, 2017:35.58% (+0.75%)
Analysis last updated: Monday, March 1, 2021 at 06:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 16.23 | |
| 0.0460 | 31.11 | |
| 0.9467 | 556.54 |
Estimation Period:
Jan 3, 1990 to Jan 20, 2017
Jan 3, 1990 to Jan 20, 2017
News Impact Curve
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