Mitsubishi UFJ Financial Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.62% (+9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8781 | 3.57 | |
| 0.0973 | 7.65 | |
| 0.8594 | 55.90 | |
| -0.0534 | -0.58 | |
| 0.1245 | 0.94 | |
| -0.0931 | -1.18 | |
| -0.0565 | -0.81 | |
| 0.1807 | 3.35 | |
| -0.1837 | -4.33 | |
| 0.1343 | 2.83 | |
| -0.1000 | -1.85 | |
| 0.1432 | 2.35 | |
| -0.2463 | -2.62 |
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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