Mitsui E&S Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:72.75% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0481 | 7.56 | |
| 0.1006 | 7.25 | |
| 0.8425 | 45.12 | |
| 0.0502 | 1.18 | |
| 0.0035 | 0.05 | |
| -0.1463 | -3.40 | |
| 0.1346 | 3.12 | |
| -0.0579 | -1.18 | |
| 0.0143 | 0.31 | |
| 0.0682 | 1.39 | |
| -0.1613 | -2.04 | |
| 0.2465 | 2.09 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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