V-Lab
Mitsubishi Materials Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:28.25% (-0.53%)
Analysis last updated: Saturday, May 11, 2024 at 04:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4502 | 7.65 | |
| 0.1137 | 9.26 | |
| 0.8344 | 52.04 | |
| 0.0489 | 5.07 | |
| -0.0750 | -5.12 | |
| 0.0401 | 3.63 | |
| -0.0288 | -2.49 | |
| 0.0410 | 2.34 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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