V-Lab
V-Lab

FUJIFILM Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:23.16% (-1.21%)

Analysis last updated: Thursday, March 28, 2024 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FUJIFILM Holdings Corp S0GARCH
paramt-stat
ω1.13066.03
α0.12128.95
β0.776532.51
γ10.03710.88
γ2-0.0017-0.03
γ3-0.0538-1.22
γ4-0.0580-1.56
γ50.20075.10
γ6-0.2199-4.02
γ70.13812.23
γ8-0.0609-1.06
γ90.03250.61
γ10-0.0172-0.45
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts