Mitsubishi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.60% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 21.13 | |
| 0.0409 | 18.34 | |
| 0.8978 | 407.17 | |
| 0.0870 | 12.47 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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