Mitsubishi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.07% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6752 | 5.96 | |
| 0.0893 | 8.87 | |
| 0.8693 | 63.20 | |
| 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 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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