V-Lab: Mitsubishi Electric Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Mitsubishi Electric Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:45.45% (-0.88%)

Analysis last updated: Saturday, May 11, 2024 at 04:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0441	18.98
$β$	0.8376	164.69
$γ$	0.0945	23.63
$λ_{1}$	0.0892	3.70
$λ_{2}$	0.0987	3.61
$λ_{3}$	0.8844	27.39

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts