Mitsubishi Kakoki Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.63% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 17.13 | |
| 0.0641 | 14.05 | |
| 0.8991 | 247.49 | |
| 0.0674 | 9.21 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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