Mitsubishi Pencil Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.23% (+43.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4469 | 9.60 | |
| 0.1827 | 7.10 | |
| 0.5737 | 11.34 | |
| 0.0054 | 0.20 | |
| -0.0048 | -0.12 | |
| -0.0242 | -0.84 | |
| 0.0851 | 3.02 | |
| -0.1160 | -3.91 | |
| 0.0998 | 2.72 | |
| -0.0907 | -1.88 | |
| 0.0750 | 1.66 | |
| -0.0385 | -1.29 |
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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