Mitsui Matsushima Hldg Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.75% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4399 | 21.92 | |
| 0.1061 | 17.68 | |
| 0.8336 | 161.31 | |
| 0.0755 | 6.55 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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