Mitsubishi HC Capital Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.28% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0806 | 23.69 | |
| 0.7333 | 128.97 | |
| 0.0946 | 15.29 | |
| 0.2009 | 10.57 | |
| 0.9835 | 54.80 | |
| 0.0000 | 0.00 |
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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