Mitsubishi Kakoki Kaisha Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.75% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0648 | 18.39 | |
| 0.9004 | 244.94 | |
| 0.0630 | 10.84 | |
| 10.0000 | 0.75 | |
| 0.0000 | 0.00 | |
| 0.7003 | 1.69 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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