Mitsubishi Estate Logistics Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.05% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8953 | 4.07 | |
| 0.1290 | 4.31 | |
| 0.7402 | 13.94 | |
| 1.1825 | 5.73 | |
| -1.9429 | -5.90 | |
| 1.0644 | 3.89 | |
| -0.5272 | -2.29 | |
| 0.4658 | 1.17 |
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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