V-Lab
Sojitz Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:23.20% (+0.07%)
Analysis last updated: Sunday, May 19, 2024 at 02:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6790 | 11.58 | |
| 0.1373 | 7.90 | |
| 0.7804 | 31.06 | |
| 0.0052 | 3.61 |
Estimation Period:
Apr 1, 2003 to May 17, 2024
Apr 1, 2003 to May 17, 2024