Mitsui Chemicals Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.75% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0544 | 18.82 | |
| 0.7919 | 107.51 | |
| 0.1062 | 20.74 | |
| 0.0361 | 5.65 | |
| 0.0266 | 5.91 | |
| 0.9665 | 177.93 |
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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