Mitsubishi Motors Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.77% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1511 | 24.72 | |
| 0.5881 | 48.75 | |
| 0.0434 | 5.07 | |
| 0.2627 | 0.60 | |
| 0.8774 | 0.60 | |
| 0.1226 | 0.08 |
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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