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

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V-Lab

Mitsubishi Electric Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:38.19% (-1.83%)

Analysis last updated: Friday, May 17, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0433	18.87
$β$	0.8382	161.26
$γ$	0.0957	23.83
$λ_{1}$	0.0832	3.67
$λ_{2}$	0.0917	3.55
$λ_{3}$	0.8925	29.22

Estimation Period:
Jan 3, 1990 to May 10, 2024

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Volatility Forecasts