Mitsubishi UFJ Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.05% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 15.67 | |
| 0.0474 | 20.50 | |
| 0.9143 | 399.41 | |
| 0.0545 | 6.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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