V-Lab: Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.31% (-1.00%)

Analysis last updated: Sunday, April 28, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1776	5.40
$α$	0.0869	9.09
$β$	0.8845	77.66
$γ_{1}$	-0.0011	-0.02
$γ_{2}$	0.0727	1.16
$γ_{3}$	-0.1780	-4.75
$γ_{4}$	0.1874	5.90
$γ_{5}$	-0.1149	-3.33
$γ_{6}$	0.0159	0.40
$γ_{7}$	0.0737	2.01
$γ_{8}$	-0.0874	-3.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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