Mitsubishi Chemical Group Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.53% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0242 | 7.04 | |
| 0.7577 | 81.41 | |
| 0.1352 | 22.02 | |
| 1.1208 | 0.33 | |
| 0.7120 | 0.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 3, 2005 to Feb 10, 2026
Oct 3, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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