Sojitz Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.82% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0897 | 19.24 | |
| 0.6306 | 69.70 | |
| 0.1962 | 22.33 | |
| 0.0386 | 3.81 | |
| 0.0377 | 5.68 | |
| 0.9539 | 113.33 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
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