Mitsubishi Chemical Group Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.33% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 15.27 | |
| 0.1164 | 6.04 | |
| 0.7962 | 27.43 | |
| -0.0013 | -0.98 |
Estimation Period:
Oct 3, 2005 to Feb 13, 2026
Oct 3, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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