FUJIFILM Holdings Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.51% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2028 | 26.27 | |
| 0.1185 | 41.62 | |
| 0.8302 | 219.05 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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