Mitsubishi Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.55% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7001 | 6.06 | |
| 0.0893 | 8.86 | |
| 0.8692 | 63.16 | |
| 0.0656 | 4.21 | |
| -0.0989 | -4.20 | |
| 0.0500 | 3.32 | |
| -0.0344 | -2.61 | |
| 0.0445 | 2.75 | |
| -0.0458 | -1.76 |
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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