Mitachi Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.14% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2804 | 16.86 | |
| 0.3688 | 32.67 | |
| 0.8219 | 78.00 | |
| -0.0148 | -1.13 |
Estimation Period:
Apr 23, 2004 to Feb 10, 2026
Apr 23, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mitachi Co Ltd Analyses
Other EGARCH Analyses on International Equities