Mitachi Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.37% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8341 | 20.22 | |
| 0.2970 | 25.21 | |
| 0.5527 | 49.88 |
Estimation Period:
Apr 23, 2004 to Feb 6, 2026
Apr 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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