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

V-Lab

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V-Lab

Mitsubishi Motors Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:39.66% (+12.11%)

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
$ω$	0.9851	6.53
$α$	0.1256	6.57
$β$	0.8275	30.71
$γ_{1}$	-0.0687	-1.64
$γ_{2}$	0.2433	3.64
$γ_{3}$	-0.2878	-4.62
$γ_{4}$	0.0776	1.10
$γ_{5}$	0.1023	1.80
$γ_{6}$	-0.1037	-2.39
$γ_{7}$	0.0526	1.10
$γ_{8}$	0.0195	0.34
$γ_{9}$	-0.1502	-2.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts