Mitsubishi Chemical Group Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0287 | 15.27 | |
| 0.1159 | 5.99 | |
| 0.7967 | 27.37 | |
| -0.0013 | -1.00 |
Estimation Period:
Oct 3, 2005 to Feb 6, 2026
Oct 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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