Mitsubishi Chemical Group Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.14% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 11.90 | |
| 0.1645 | 26.22 | |
| 0.9526 | 334.13 | |
| -0.0763 | -14.07 |
Estimation Period:
Oct 3, 2005 to Jan 30, 2026
Oct 3, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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