Mitsubishi Ufj Financial Grp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:35.69% (-21.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3595 | 9.99 | |
| 0.1118 | 5.94 | |
| 0.1656 | 3.33 | |
| -1.1069 | -3.78 |
Estimation Period:
Nov 17, 2022 to Nov 21, 2025
Nov 17, 2022 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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