Mitsubishi Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.06% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 19.60 | |
| 0.0539 | 23.91 | |
| 0.9073 | 460.33 | |
| 0.0620 | 11.51 |
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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