Sojitz Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:48.10% (+4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1741 | 23.34 | |
| 0.1390 | 33.17 | |
| 0.8335 | 200.98 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
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