Mitsubishi Paper Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.69% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3290 | 10.95 | |
| 0.1037 | 16.48 | |
| 0.8223 | 98.46 | |
| 0.0598 | 5.64 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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