V-Lab
Sojitz Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.60% (+8.70%)
Analysis last updated: Thursday, May 2, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1777 | 21.95 | |
| 0.0944 | 17.23 | |
| 0.8452 | 230.04 | |
| 0.0637 | 6.05 |
Estimation Period:
Apr 1, 2003 to Apr 26, 2024
Apr 1, 2003 to Apr 26, 2024