V-Lab
Sojitz Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.52% (-3.30%)
Analysis last updated: Sunday, May 5, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2649 | 26.29 | |
| 0.1720 | 49.78 | |
| 0.7791 | 237.98 | |
| 0.4913 | 13.86 |
Estimation Period:
Apr 1, 2003 to May 3, 2024
Apr 1, 2003 to May 3, 2024