Sojitz Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.47% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6815 | 11.40 | |
| 0.1605 | 7.10 | |
| 0.7472 | 25.88 | |
| 0.0039 | 3.72 |
Estimation Period:
Apr 1, 2003 to Feb 20, 2026
Apr 1, 2003 to Feb 20, 2026
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