V-Lab
V-Lab
Mitsubishi Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.71% (+1.25%)

Analysis last updated: Friday, May 3, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsubishi Corp AGARCH
paramt-stat
ω0.064214.85
α0.084147.42
β0.8944437.37
γ0.649620.18
Estimation Period:
Jan 3, 1990 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts