V-Lab
V-Lab

Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:36.46% (+0.25%)

Analysis last updated: Thursday, March 28, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Motors Corp S0GARCH
paramt-stat
ω1.06786.72
α0.12476.80
β0.832633.17
γ1-0.0469-1.08
γ20.21073.01
γ3-0.2682-4.12
γ40.06300.87
γ50.11081.94
γ6-0.1102-2.46
γ70.06801.39
γ8-0.0263-0.52
γ9-0.0119-0.32
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts