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

V-Lab

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V-Lab

Mitsubishi Electric Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.98% (-1.57%)

Analysis last updated: Sunday, April 28, 2024 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0524	6.87
$α$	0.0929	9.24
$β$	0.8564	61.54
$γ_{1}$	0.0240	0.77
$γ_{2}$	0.0231	0.49
$γ_{3}$	-0.1424	-4.59
$γ_{4}$	0.1764	6.71
$γ_{5}$	-0.1300	-4.74
$γ_{6}$	0.0659	2.13
$γ_{7}$	-0.0266	-0.73
$γ_{8}$	0.0548	0.91

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts