Mitsubishi UFJ Financial Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.48% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0846 | 5.27 | |
| 0.0667 | 40.12 | |
| 0.9902 | 519.22 | |
| 4.9357 | 12.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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