Sojitz Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.96% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2495 | 27.32 | |
| 0.1783 | 47.72 | |
| 0.7760 | 226.44 | |
| 0.4634 | 14.06 |
Estimation Period:
Apr 1, 2003 to Feb 10, 2026
Apr 1, 2003 to Feb 10, 2026
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