Mitsubishi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.43% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6759 | 5.96 | |
| 0.0895 | 8.87 | |
| 0.8691 | 63.15 | |
| 0.0631 | 4.01 | |
| -0.0947 | -4.00 | |
| 0.0467 | 3.09 | |
| -0.0307 | -2.40 | |
| 0.0389 | 2.83 | |
| -0.0342 | -3.17 |
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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