Mitsubishi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.85% (+10.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6726 | 5.98 | |
| 0.0888 | 8.80 | |
| 0.8697 | 62.99 | |
| 0.0633 | 4.02 | |
| -0.0950 | -4.01 | |
| 0.0468 | 3.10 | |
| -0.0307 | -2.40 | |
| 0.0386 | 2.80 | |
| -0.0335 | -3.10 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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