Mitsui High-Tec Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.38% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0757 | 15.54 | |
| 0.0833 | 13.82 | |
| 0.7199 | 73.09 | |
| 0.0955 | 5.58 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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