V-Lab
V-Lab

Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:36.77% (+4.24%)

Analysis last updated: Thursday, March 28, 2024 at 01:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Electric Co Ltd S0GARCH
paramt-stat
ω1.01407.49
α0.11118.58
β0.816238.22
γ1-0.0007-0.03
γ20.06331.52
γ3-0.1677-6.58
γ40.21709.10
γ5-0.2125-7.71
γ60.16565.11
γ7-0.0944-2.57
γ80.03881.31
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts