Mitsubishi UFJ Financial Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.39% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5362 | 4.78 | |
| 0.0790 | 30.18 | |
| 0.9889 | 400.87 | |
| 6.6170 | 5.90 |
Estimation Period:
Apr 2, 2001 to Feb 10, 2026
Apr 2, 2001 to Feb 10, 2026
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