Mitsubishi Logistics Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:22.69% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 17.05 | |
| 0.1755 | 41.21 | |
| 0.9729 | 752.42 | |
| -0.0577 | -13.60 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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