Mitsubishi Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.49% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 19.59 | |
| 0.0539 | 23.92 | |
| 0.9073 | 460.57 | |
| 0.0619 | 11.50 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mitsubishi Heavy Industries Ltd Analyses
Other GJR-GARCH Analyses on International Equities