Mitachi Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.99% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2308 | 15.50 | |
| 0.4011 | 27.28 | |
| 0.1087 | 5.37 | |
| 0.0738 | 0.60 | |
| 0.0265 | 0.72 | |
| 0.9576 | 15.36 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
News Impact Curve
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