Mitsubishi Materials Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.82% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 20.49 | |
| 0.1116 | 43.16 | |
| 0.8545 | 272.04 | |
| 0.6524 | 19.57 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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