Mitsubishi Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.06% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0595 | 5.10 | |
| 0.0916 | 9.44 | |
| 0.8740 | 72.71 | |
| -0.0346 | -0.72 | |
| 0.1408 | 2.03 | |
| -0.2420 | -5.62 | |
| 0.2386 | 5.78 | |
| -0.1586 | -3.25 | |
| 0.0734 | 1.48 | |
| -0.0376 | -0.82 | |
| 0.0911 | 1.92 | |
| -0.1223 | -1.83 |
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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