Sojitz Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.75% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2494 | 27.33 | |
| 0.1783 | 47.83 | |
| 0.7761 | 226.65 | |
| 0.4632 | 14.10 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
News Impact Curve
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