Mitsubishi HC Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.67% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 12.39 | |
| 0.0334 | 12.64 | |
| 0.9354 | 379.62 | |
| 0.0625 | 13.53 |
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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