Mitsui Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.67% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1449 | 22.91 | |
| 0.0482 | 18.28 | |
| 0.8848 | 381.39 | |
| 0.0876 | 13.95 |
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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