FUJIFILM Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.43% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 23.59 | |
| 0.0556 | 20.59 | |
| 0.8526 | 249.72 | |
| 0.1012 | 12.49 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other FUJIFILM Holdings Corp Analyses
Other GJR-GARCH Analyses on International Equities