Sojitz Corp APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.30% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1665 | 15.89 | |
| 0.1451 | 34.45 | |
| 0.8313 | 185.38 | |
| 0.1521 | 10.77 | |
| 1.8157 | 33.67 |
Estimation Period:
Apr 1, 2003 to Jan 30, 2026
Apr 1, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities