Mitsubishi Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.86% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0589 | 5.09 | |
| 0.0916 | 9.44 | |
| 0.8741 | 72.82 | |
| -0.0347 | -0.72 | |
| 0.1406 | 2.03 | |
| -0.2416 | -5.63 | |
| 0.2384 | 5.81 | |
| -0.1587 | -3.26 | |
| 0.0734 | 1.48 | |
| -0.0371 | -0.81 | |
| 0.0913 | 1.92 | |
| -0.1283 | -1.91 |
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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