V-Lab
Mitsubishi Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:36.71% (-1.35%)
Analysis last updated: Sunday, April 28, 2024 at 12:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0613 | 22.96 | |
| 0.7718 | 75.07 | |
| 0.1001 | 17.79 | |
| 0.0236 | 4.74 | |
| 0.0412 | 5.05 | |
| 0.9538 | 105.64 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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