Mitsubishi Research Inst AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.41% (-4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2393 | 16.95 | |
| 0.1245 | 20.13 | |
| 0.8018 | 103.63 | |
| 0.4565 | 6.00 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
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