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Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.59% (-1.42%)
Analysis last updated: Sunday, February 15, 2026 at 01:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Heavy Industries Ltd S0GARCH
paramt-stat
ω1.13875.43
α0.09169.46
β0.873872.86
γ1-0.0119-0.25
γ20.10581.54
γ3-0.2192-5.10
γ40.21785.25
γ5-0.1391-2.83
γ60.05741.16
γ7-0.0263-0.59
γ80.08371.97
γ9-0.1176-3.88
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts