Mitsubishi Logistics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.91% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1009 | 20.74 | |
| 0.0467 | 20.43 | |
| 0.8945 | 370.83 | |
| 0.0802 | 13.34 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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