Mitsubishi Steel Mfg Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.96% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3011 | 23.59 | |
| 0.0873 | 22.46 | |
| 0.8578 | 253.77 | |
| 0.0570 | 7.55 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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