Mitsubishi Kakoki Kaisha Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.73% (+24.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4135 | 21.21 | |
| 0.6631 | 14.03 | |
| 0.2591 | 10.72 | |
| -0.4649 | -6.44 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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