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

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V-Lab

Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.97% (+3.09%)

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
$ω$	1.0719	6.72
$α$	0.1247	6.83
$β$	0.8328	33.40
$γ_{1}$	-0.0446	-1.03
$γ_{2}$	0.2066	2.97
$γ_{3}$	-0.2666	-4.13
$γ_{4}$	0.0643	0.89
$γ_{5}$	0.1096	1.90
$γ_{6}$	-0.1114	-2.50
$γ_{7}$	0.0715	1.49
$γ_{8}$	-0.0316	-0.64
$γ_{9}$	-0.0073	-0.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts