Mitsubishi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.82% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 21.18 | |
| 0.0414 | 18.31 | |
| 0.8975 | 406.12 | |
| 0.0866 | 12.36 |
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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