Mitsubishi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.75% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6758 | 5.96 | |
| 0.0891 | 8.85 | |
| 0.8696 | 63.26 | |
| 0.0632 | 4.01 | |
| -0.0949 | -4.00 | |
| 0.0468 | 3.09 | |
| -0.0309 | -2.40 | |
| 0.0391 | 2.84 | |
| -0.0342 | -3.17 |
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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