V-Lab
Sojitz Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:34.03% (-1.33%)
Analysis last updated: Saturday, May 4, 2024 at 12:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 18.35 | |
| 0.2231 | 33.33 | |
| 0.9682 | 581.85 | |
| -0.0329 | -4.93 |
Estimation Period:
Apr 1, 2003 to May 2, 2024
Apr 1, 2003 to May 2, 2024