Sotoh Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.75% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 6.34 | |
| 0.0897 | 30.62 | |
| 0.9223 | 379.39 | |
| 0.1573 | 3.26 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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