Mitsubishi Pencil Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:94.92% (+69.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1660 | 15.36 | |
| 0.3566 | 14.12 | |
| 0.0149 | 1.16 | |
| 2.1454 | 0.59 | |
| 0.4999 | 0.61 | |
| 0.0000 | 0.00 |
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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