Mitsui Chemicals Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.31% (+6.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4854 | 7.33 | |
| 0.0979 | 9.52 | |
| 0.8588 | 62.49 | |
| 0.0709 | 4.74 | |
| -0.1123 | -5.01 | |
| 0.0706 | 4.98 | |
| -0.0549 | -4.03 | |
| 0.0474 | 2.65 | |
| -0.0492 | -1.58 |
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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