V-Lab
Mitsumi Electric Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 24th, 2017:35.64% (+2.42%)
Analysis last updated: Monday, March 1, 2021 at 05:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 14.25 | |
| 0.1279 | 31.67 | |
| 0.9820 | 944.26 | |
| -0.0339 | -8.79 |
Estimation Period:
Jan 3, 1990 to Jan 20, 2017
Jan 3, 1990 to Jan 20, 2017
News Impact Curve
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