Mitsubishi Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:47.05% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2019 | 23.02 | |
| 0.0697 | 21.71 | |
| 0.8571 | 269.79 | |
| 0.0884 | 11.37 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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