Mitsubishi Motors Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.76% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 20.56 | |
| 0.0857 | 39.85 | |
| 0.9143 | 467.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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