FUJIFILM Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.44% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2694 | 6.93 | |
| 0.1254 | 9.25 | |
| 0.7857 | 36.26 | |
| 0.0601 | 5.02 | |
| -0.1009 | -6.10 | |
| 0.0673 | 6.86 | |
| -0.0443 | -4.04 | |
| 0.0290 | 1.88 | |
| -0.0208 | -0.92 |
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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