Sojitz Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.90% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0898 | 19.20 | |
| 0.6305 | 69.66 | |
| 0.1961 | 22.31 | |
| 0.0381 | 3.79 | |
| 0.0372 | 5.69 | |
| 0.9545 | 114.67 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
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