Sojitz Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.43% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0733 | 18.19 | |
| 0.2575 | 35.13 | |
| 0.9606 | 480.06 | |
| -0.0455 | -6.36 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities