Sojitz Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.48% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1749 | 23.34 | |
| 0.1391 | 33.10 | |
| 0.8331 | 200.02 |
Estimation Period:
Apr 1, 2003 to Jan 30, 2026
Apr 1, 2003 to Jan 30, 2026
News Impact Curve
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