Mitsubishi Pencil Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.44% (+38.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4201 | 19.35 | |
| 0.1070 | 13.73 | |
| 0.7803 | 108.77 | |
| 0.0436 | 3.15 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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