Mitsubishi Chemical Group Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.66% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0282 | 15.36 | |
| 0.1167 | 6.02 | |
| 0.7945 | 27.08 | |
| -0.0013 | -1.03 |
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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