Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.36% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1285 | 5.40 | |
| 0.0916 | 9.45 | |
| 0.8737 | 72.79 | |
| -0.0140 | -0.29 | |
| 0.1084 | 1.59 | |
| -0.2200 | -5.16 | |
| 0.2183 | 5.33 | |
| -0.1399 | -2.88 | |
| 0.0579 | 1.18 | |
| -0.0246 | -0.55 | |
| 0.0798 | 1.89 | |
| -0.1146 | -3.79 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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