Sojitz Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:47.69% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5480 | 5.25 | |
| 0.0927 | 44.58 | |
| 0.9899 | 530.79 | |
| 5.1860 | 13.06 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
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