Mitsubishi UFJ Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.54% (+7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9923 | 4.52 | |
| 0.0936 | 7.84 | |
| 0.8713 | 63.61 | |
| -0.0009 | -0.02 | |
| 0.0454 | 0.59 | |
| -0.1171 | -2.76 | |
| 0.1209 | 4.18 | |
| -0.0702 | -2.55 | |
| 0.0194 | 0.65 | |
| 0.0343 | 1.31 | |
| -0.0515 | -2.79 |
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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