Mitsubishi Steel Mfg Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.49% (+15.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2573 | 27.94 | |
| 0.0699 | 4.83 | |
| 0.0000 | 0.00 | |
| 0.6003 | 6.52 |
Estimation Period:
Sep 12, 2022 to Feb 13, 2026
Sep 12, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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