Mitsubishi Gas Chemical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.88% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2271 | 19.16 | |
| 0.0564 | 12.89 | |
| 0.8733 | 257.40 | |
| 0.0781 | 8.84 |
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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