Mitsubishi Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.58% (+6.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9540 | 11.55 | |
| 0.1449 | 4.63 | |
| 0.6334 | 16.51 | |
| 4.8925 | 1.72 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
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