Fujikura Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.91% (+4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 9.59 | |
| 0.1641 | 32.37 | |
| 0.9721 | 412.44 | |
| -0.0404 | -8.61 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities