Mitsubishi Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.48% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 16.34 | |
| 0.0899 | 46.22 | |
| 0.8857 | 395.03 | |
| 0.6610 | 21.24 |
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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