Mitsui Chemicals Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.48% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0545 | 18.85 | |
| 0.7926 | 107.86 | |
| 0.1061 | 20.73 | |
| 0.0364 | 5.68 | |
| 0.0267 | 5.90 | |
| 0.9664 | 177.16 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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