V-Lab: Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:43.66% (+10.45%)

Analysis last updated: Wednesday, May 1, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0730	6.72
$α$	0.1244	6.85
$β$	0.8332	33.61
$γ_{1}$	-0.0445	-1.03
$γ_{2}$	0.2064	2.96
$γ_{3}$	-0.2664	-4.12
$γ_{4}$	0.0641	0.89
$γ_{5}$	0.1097	1.90
$γ_{6}$	-0.1116	-2.50
$γ_{7}$	0.0720	1.50
$γ_{8}$	-0.0329	-0.66
$γ_{9}$	-0.0057	-0.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts