Mitsubishi UFJ Financial Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.00% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4725 | 7.50 | |
| 0.1122 | 7.63 | |
| 0.8603 | 54.36 | |
| 0.0039 | 2.79 |
Estimation Period:
Apr 2, 2001 to Feb 10, 2026
Apr 2, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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