Mitsubishi Estate Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.99% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 23.16 | |
| 0.0670 | 20.45 | |
| 0.8906 | 359.26 | |
| 0.0460 | 6.52 |
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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