V-Lab: Mitsubishi Logistics Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Mitsubishi Logistics Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.16% (-0.45%)

Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0315	8.48
$β$	0.8209	150.10
$γ$	0.0937	19.61
$λ_{1}$	0.7228	0.26
$λ_{2}$	0.8424	0.25
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts