Mitsubishi Electric Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.81% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0578 | 6.92 | |
| 0.0986 | 9.48 | |
| 0.8493 | 61.55 | |
| 0.0345 | 1.22 | |
| -0.0070 | -0.16 | |
| -0.1022 | -3.66 | |
| 0.1425 | 5.98 | |
| -0.1088 | -4.40 | |
| 0.0458 | 1.83 | |
| 0.0231 | 0.85 | |
| -0.0453 | -1.86 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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