V-Lab: Mitsui E&S Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Mitsui E&S Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:72.70% (-2.84%)

Analysis last updated: Wednesday, May 1, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0590	20.92
$β$	0.9150	240.08
$γ$	0.0211	4.36
$λ_{1}$	5.2289	0.14
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.4736	0.13

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

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Volatility Forecasts

Volatility Forecasts