V-Lab: Mitsubishi Motors Corp MF2-GARCH Volatility Analysis

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V-Lab

Mitsubishi Motors Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:42.53% (+17.71%)

Analysis last updated: Wednesday, May 1, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1705	22.34
$β$	0.5720	38.20
$γ$	0.0412	4.29
$λ_{1}$	0.0118	2.59
$λ_{2}$	0.0419	6.07
$λ_{3}$	0.9581	144.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts