Mitsubishi Estate Logistics GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.39% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 12.62 | |
| 0.1230 | 22.68 | |
| 0.8532 | 186.09 |
Estimation Period:
Sep 14, 2017 to Feb 10, 2026
Sep 14, 2017 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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