Mitsubishi Estate Logistics GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.64% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 11.90 | |
| 0.0803 | 10.50 | |
| 0.8545 | 167.58 | |
| 0.0769 | 4.80 |
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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