Mitsubishi UFJ Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.01% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1098 | 18.11 | |
| 0.0770 | 21.88 | |
| 0.8705 | 260.85 | |
| 0.0685 | 7.36 |
Estimation Period:
Apr 2, 2001 to Feb 13, 2026
Apr 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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