Mitsubishi Chemical Group Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.99% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 12.47 | |
| 0.1695 | 26.62 | |
| 0.9507 | 326.93 | |
| -0.0751 | -13.73 |
Estimation Period:
Oct 3, 2005 to Feb 13, 2026
Oct 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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