Mitsui Chemicals Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.33% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 11.38 | |
| 0.0894 | 41.23 | |
| 0.8850 | 365.38 | |
| 0.8761 | 23.58 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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