FUJIFILM Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:28.94% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 23.59 | |
| 0.0556 | 20.59 | |
| 0.8526 | 249.72 | |
| 0.1012 | 12.49 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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