Sojitz Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.89% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5369 | 5.25 | |
| 0.0928 | 44.56 | |
| 0.9899 | 528.79 | |
| 5.1819 | 13.04 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
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