V-Lab
Mitsubishi Chemical Group Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.59% (-0.95%)
Analysis last updated: Sunday, May 5, 2024 at 12:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9020 | 11.63 | |
| 0.0869 | 6.56 | |
| 0.8605 | 44.32 | |
| -0.0097 | -2.72 | |
| 0.0136 | 2.92 |
Estimation Period:
Oct 3, 2005 to May 3, 2024
Oct 3, 2005 to May 3, 2024
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