Sojitz Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.54% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 23.34 | |
| 0.1388 | 33.10 | |
| 0.8335 | 200.75 |
Estimation Period:
Apr 1, 2003 to Feb 6, 2026
Apr 1, 2003 to Feb 6, 2026
News Impact Curve
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