Mitsubishi Kakoki Kaisha Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.55% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3165 | 6.39 | |
| 0.1505 | 8.75 | |
| 0.7686 | 35.24 | |
| -0.0677 | -1.36 | |
| 0.2079 | 2.58 | |
| -0.2610 | -3.76 | |
| 0.1901 | 2.62 | |
| -0.1562 | -2.42 | |
| 0.1869 | 3.25 | |
| -0.2000 | -3.27 | |
| 0.1918 | 3.08 | |
| -0.1556 | -2.45 | |
| 0.2271 | 2.75 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
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