Mitsubishi Motors Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.17% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 20.06 | |
| 0.0781 | 21.96 | |
| 0.9153 | 472.51 | |
| 0.0132 | 2.16 |
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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