Mitsubishi Chemical Group Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.74% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2515 | 20.46 | |
| 0.1094 | 26.68 | |
| 0.8274 | 140.70 |
Estimation Period:
Oct 3, 2005 to Feb 6, 2026
Oct 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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