Mitsubishi Gas Chemical Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:89.57% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0600 | 13.71 | |
| 0.7634 | 85.50 | |
| 0.1073 | 16.23 | |
| 0.0794 | 2.60 | |
| 0.0492 | 3.11 | |
| 0.9387 | 46.31 |
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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