Sotoh Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 12.03 | |
| 0.0649 | 16.10 | |
| 0.9356 | 399.84 | |
| -0.0010 | -0.15 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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