Mitsubishi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.32% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 21.16 | |
| 0.0412 | 18.34 | |
| 0.8977 | 406.73 | |
| 0.0868 | 12.40 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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