Mitsubishi Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.69% (-10.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5970 | 18.23 | |
| 0.2380 | 10.46 | |
| 0.2275 | 7.71 | |
| -0.1579 | -1.71 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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