Mitsubishi HC Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.91% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7974 | 4.83 | |
| 0.1284 | 8.71 | |
| 0.7921 | 38.56 | |
| 0.0200 | 1.86 | |
| -0.0270 | -1.84 | |
| 0.0107 | 1.09 | |
| -0.0142 | -1.74 | |
| 0.0218 | 3.95 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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