Mitsui Chemicals Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.71% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0544 | 18.82 | |
| 0.7926 | 107.85 | |
| 0.1061 | 20.74 | |
| 0.0362 | 5.67 | |
| 0.0267 | 5.90 | |
| 0.9665 | 177.67 |
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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