Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.23% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1462 | 5.46 | |
| 0.0917 | 9.46 | |
| 0.8737 | 72.87 | |
| -0.0108 | -0.23 | |
| 0.1045 | 1.52 | |
| -0.2189 | -5.09 | |
| 0.2176 | 5.24 | |
| -0.1387 | -2.81 | |
| 0.0572 | 1.15 | |
| -0.0264 | -0.59 | |
| 0.0840 | 1.98 | |
| -0.1181 | -3.89 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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