Mitsubishi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.22% (+5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5150 | 13.64 | |
| 0.1697 | 8.50 | |
| 0.2760 | 6.95 | |
| 0.1018 | 1.64 |
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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