Mitsui Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.71% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1452 | 22.93 | |
| 0.0483 | 18.30 | |
| 0.8847 | 381.00 | |
| 0.0876 | 13.95 |
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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