Mitsubishi Ufj Financial Grp GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:39.74% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8222 | 2.98 | |
| 0.0666 | 4.90 | |
| 0.4006 | 2.25 |
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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