Mitsubishi Motors Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.72% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 20.37 | |
| 0.0840 | 39.79 | |
| 0.9160 | 477.32 |
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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