Mitsubishi UFJ Financial Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.78% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0528 | 17.49 | |
| 0.7939 | 123.06 | |
| 0.0821 | 16.09 | |
| 0.3325 | 3.83 | |
| 0.4906 | 8.90 | |
| 0.4440 | 6.33 |
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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