Sojitz Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.73% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1942 | 23.01 | |
| 0.1050 | 19.17 | |
| 0.8240 | 199.04 | |
| 0.0829 | 7.14 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities