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Mitsubishi Ufj Financial Grp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:36.55% (0.00%)
Analysis last updated: Wednesday, December 17, 2025 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mitsubishi Ufj Financial Grp S0GARCH
paramt-stat
ω0.81412.76
α0.00000.00
β0.90100.75
γ1-18.7926-1.82
γ228.11632.03
γ3-14.1667-1.44
γ49.86750.62
γ5-28.4634-1.29
γ667.72733.74
γ7-71.8040-3.73
γ830.92061.58
Estimation Period:
Nov 17, 2022 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts