Mitsubishi Electric Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.72% (+5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0955 | 21.53 | |
| 0.0395 | 17.00 | |
| 0.9041 | 376.39 | |
| 0.0834 | 16.55 |
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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