Mitsubishi Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.20% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0599 | 5.09 | |
| 0.0916 | 9.44 | |
| 0.8740 | 72.68 | |
| -0.0347 | -0.72 | |
| 0.1413 | 2.03 | |
| -0.2426 | -5.61 | |
| 0.2388 | 5.76 | |
| -0.1586 | -3.23 | |
| 0.0737 | 1.49 | |
| -0.0387 | -0.85 | |
| 0.0921 | 1.95 | |
| -0.1205 | -1.78 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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