Sojitz Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.52% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1941 | 23.02 | |
| 0.1050 | 19.24 | |
| 0.8241 | 199.24 | |
| 0.0828 | 7.14 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
News Impact Curve
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