Mitsubishi Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.59% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1387 | 5.43 | |
| 0.0916 | 9.46 | |
| 0.8738 | 72.86 | |
| -0.0119 | -0.25 | |
| 0.1058 | 1.54 | |
| -0.2192 | -5.10 | |
| 0.2178 | 5.25 | |
| -0.1391 | -2.83 | |
| 0.0574 | 1.16 | |
| -0.0263 | -0.59 | |
| 0.0837 | 1.97 | |
| -0.1176 | -3.88 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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