V-Lab: Mitsubishi Electric Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsubishi Electric Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.64% (-1.71%)

Analysis last updated: Sunday, April 28, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0590	6.86
$α$	0.0944	9.09
$β$	0.8544	60.46
$γ_{1}$	0.0282	0.90
$γ_{2}$	0.0148	0.31
$γ_{3}$	-0.1341	-4.34
$γ_{4}$	0.1669	6.34
$γ_{5}$	-0.1184	-4.32
$γ_{6}$	0.0503	1.68
$γ_{7}$	0.0001	0.00
$γ_{8}$	-0.0088	-0.35

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts