FUJIFILM Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.17% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 17.12 | |
| 0.1998 | 40.07 | |
| 0.9526 | 413.08 | |
| -0.0708 | -15.51 |
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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