Mitsubishi Chemical Group Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.43% (+6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0327 | 9.31 | |
| 0.7178 | 59.11 | |
| 0.1488 | 19.83 | |
| 0.0301 | 1.60 | |
| 0.0219 | 3.02 | |
| 0.9703 | 88.17 |
Estimation Period:
Oct 3, 2005 to Jan 30, 2026
Oct 3, 2005 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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