V-Lab
Sojitz Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:24.98% (-1.47%)
Analysis last updated: Tuesday, April 30, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6769 | 11.52 | |
| 0.1359 | 7.88 | |
| 0.7832 | 31.57 | |
| 0.0052 | 3.56 |
Estimation Period:
Apr 1, 2003 to Apr 26, 2024
Apr 1, 2003 to Apr 26, 2024