Sojitz Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.09% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1739 | 23.34 | |
| 0.1389 | 33.19 | |
| 0.8336 | 201.21 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
News Impact Curve
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