Mitsubishi Ufj Financial Grp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:41.79% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6581 | 2.70 | |
| 0.0000 | 0.00 | |
| 0.7864 | 11.54 | |
| 0.0481 | 2.28 |
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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