Mitsubishi Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.01% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 16.42 | |
| 0.0903 | 46.19 | |
| 0.8854 | 394.23 | |
| 0.6566 | 21.11 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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