V-Lab: Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.57% (-1.14%)

Analysis last updated: Sunday, April 21, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1832	5.42
$α$	0.0865	9.07
$β$	0.8850	77.75
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0725	1.16
$γ_{3}$	-0.1793	-4.77
$γ_{4}$	0.1884	5.90
$γ_{5}$	-0.1148	-3.29
$γ_{6}$	0.0150	0.37
$γ_{7}$	0.0749	2.03
$γ_{8}$	-0.0883	-3.25

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Mitsubishi Heavy Industries Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH