V-Lab
Sojitz Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:30.01% (-2.25%)
Analysis last updated: Sunday, April 21, 2024 at 02:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2628 | 26.13 | |
| 0.1717 | 49.76 | |
| 0.7795 | 238.81 | |
| 0.4972 | 14.01 |
Estimation Period:
Apr 1, 2003 to Apr 19, 2024
Apr 1, 2003 to Apr 19, 2024