Mitsubishi Logistics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.98% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 20.77 | |
| 0.0466 | 20.40 | |
| 0.8947 | 371.88 | |
| 0.0799 | 13.32 |
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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