Mitsubishi Gas Chemical Co AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:92.58% (-6.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2317 | 16.43 | |
| 0.1041 | 34.21 | |
| 0.8588 | 240.90 | |
| 0.5294 | 7.92 |
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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