Mitachi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.07% (+5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8398 | 20.22 | |
| 0.2783 | 14.94 | |
| 0.5521 | 49.80 | |
| 0.0337 | 1.10 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
News Impact Curve
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