Mitsubishi Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.77% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0638 | 24.18 | |
| 0.7644 | 84.34 | |
| 0.1087 | 19.74 | |
| 0.0228 | 4.65 | |
| 0.0436 | 5.40 | |
| 0.9520 | 106.44 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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