Mitsubishi Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.69% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 23.18 | |
| 0.0857 | 40.05 | |
| 0.8966 | 369.26 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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