Sojitz Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.33% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0895 | 19.09 | |
| 0.6307 | 69.70 | |
| 0.1963 | 22.32 | |
| 0.0379 | 3.78 | |
| 0.0371 | 5.68 | |
| 0.9546 | 114.95 |
Estimation Period:
Apr 1, 2003 to Feb 10, 2026
Apr 1, 2003 to Feb 10, 2026
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