V-Lab: Mitsubishi Materials Corp GJR-GARCH Volatility Analysis

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V-Lab

Mitsubishi Materials Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.19% (+0.13%)

Analysis last updated: Sunday, April 28, 2024 at 01:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1788	21.48
$α$	0.0610	19.47
$β$	0.8713	290.44
$γ$	0.0840	11.54

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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