Fujikura Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:63.75% (+8.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0553 | 22.62 | |
| 0.8220 | 138.03 | |
| 0.0839 | 17.85 | |
| 0.0242 | 3.80 | |
| 0.0245 | 5.26 | |
| 0.9729 | 176.73 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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