Mitsubishi Steel Mfg Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.29% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3800 | 8.63 | |
| 0.1360 | 9.28 | |
| 0.7724 | 33.43 | |
| 0.0404 | 3.14 | |
| -0.0676 | -3.46 | |
| 0.0419 | 3.09 | |
| -0.0342 | -2.84 | |
| 0.0557 | 4.20 | |
| -0.0887 | -3.23 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mitsubishi Steel Mfg Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities