V-Lab
Mitsui Mining & Smelting Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:37.07% (-1.27%)
Analysis last updated: Friday, May 3, 2024 at 11:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0297 | 12.58 | |
| 0.7633 | 90.61 | |
| 0.1207 | 24.76 | |
| 0.1783 | 1.76 | |
| 0.1305 | 1.94 | |
| 0.8409 | 10.33 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024
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