Mitsubishi Research Inst GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.93% (+26.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2332 | 12.70 | |
| 0.1270 | 17.27 | |
| 0.8110 | 79.96 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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