Mitsui Chemicals Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.47% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 15.36 | |
| 0.1716 | 41.45 | |
| 0.9713 | 739.21 | |
| -0.0655 | -15.03 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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