Mitachi Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.95% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9043 | 22.28 | |
| 0.3079 | 26.08 | |
| 0.5254 | 52.14 | |
| 0.0028 | 0.05 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
News Impact Curve
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