Sotoh Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.82% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 27.01 | |
| 0.1860 | 39.08 | |
| 0.9917 | 1,467.01 | |
| -0.0099 | -1.70 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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