Mitsubishi Materials Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.36% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2017 | 23.02 | |
| 0.0699 | 21.71 | |
| 0.8571 | 269.95 | |
| 0.0883 | 11.36 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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