Mitsubishi Electric Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.28% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0952 | 21.49 | |
| 0.0393 | 17.01 | |
| 0.9043 | 377.26 | |
| 0.0834 | 16.59 |
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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