V-Lab: Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsubishi Motors Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:39.76% (-2.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0784	6.76
$α$	0.1247	6.82
$β$	0.8328	33.28
$γ_{1}$	-0.0455	-1.06
$γ_{2}$	0.2094	3.04
$γ_{3}$	-0.2715	-4.24
$γ_{4}$	0.0701	0.97
$γ_{5}$	0.1060	1.83
$γ_{6}$	-0.1110	-2.49
$γ_{7}$	0.0727	1.52
$γ_{8}$	-0.0329	-0.67
$γ_{9}$	-0.0067	-0.19

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts