Fujikura Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:51.16% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1760 | 12.76 | |
| 0.0426 | 19.10 | |
| 0.9039 | 328.44 | |
| 0.0704 | 10.08 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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