V-Lab: Mitsubishi Corp AGARCH Volatility Analysis

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V-Lab

Mitsubishi Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.48% (-1.02%)

Analysis last updated: Sunday, April 21, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0642	14.83
$α$	0.0842	47.43
$β$	0.8943	436.88
$γ$	0.6503	20.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts