Mitsubishi Chemical Group Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.63% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0235 | 6.81 | |
| 0.7577 | 81.17 | |
| 0.1358 | 22.15 | |
| 1.1159 | 0.33 | |
| 0.7122 | 0.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 3, 2005 to Feb 20, 2026
Oct 3, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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