V-Lab
Mitsubishi Chemical Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.13% (-0.72%)
Analysis last updated: Sunday, May 5, 2024 at 12:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1464 | 17.99 | |
| 0.0289 | 11.49 | |
| 0.8898 | 260.62 | |
| 0.0894 | 11.90 |
Estimation Period:
Oct 3, 2005 to May 3, 2024
Oct 3, 2005 to May 3, 2024
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