V-Lab
Sojitz Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:28.75% (+6.68%)
Analysis last updated: Thursday, April 18, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1464 | 21.97 | |
| 0.1137 | 34.31 | |
| 0.8617 | 253.23 |
Estimation Period:
Apr 1, 2003 to Apr 12, 2024
Apr 1, 2003 to Apr 12, 2024