Mitsubishi Kakoki Kaisha Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.03% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 5.03 | |
| 0.1285 | 16.85 | |
| 0.9908 | 325.92 | |
| 0.0019 | 0.17 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
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