V-Lab
V-Lab
Mitsubishi Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:24.50% (-0.98%)

Analysis last updated: Thursday, May 2, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Corp AGARCH
paramt-stat
ω0.064214.84
α0.084247.42
β0.8944437.13
γ0.649720.19
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts