Mitsubishi Chemical Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.86% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2260 | 18.09 | |
| 0.0389 | 12.61 | |
| 0.8515 | 171.78 | |
| 0.1040 | 10.23 |
Estimation Period:
Oct 3, 2005 to Feb 13, 2026
Oct 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mitsubishi Chemical Group Corp Analyses
Other GJR-GARCH Analyses on International Equities