V-Lab
Mitsubishi Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:37.51% (-0.98%)
Analysis last updated: Sunday, April 28, 2024 at 12:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 5.37 | |
| 0.0865 | 9.06 | |
| 0.8847 | 77.49 | |
| -0.0070 | -0.16 | |
| 0.0833 | 1.34 | |
| -0.1867 | -5.00 | |
| 0.1956 | 6.20 | |
| -0.1236 | -3.60 | |
| 0.0261 | 0.64 | |
| 0.0592 | 1.38 | |
| -0.0564 | -0.87 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other Mitsubishi Heavy Industries Ltd Analyses