Mitsubishi Estate Logistics AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.63% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 11.45 | |
| 0.1260 | 22.52 | |
| 0.8472 | 162.33 | |
| 0.1497 | 5.35 |
Estimation Period:
Sep 14, 2017 to Feb 13, 2026
Sep 14, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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