V-Lab: Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.56% (+6.39%)

Analysis last updated: Thursday, May 2, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0203	7.52
$α$	0.1097	8.56
$β$	0.8185	38.61
$γ_{1}$	0.0014	0.05
$γ_{2}$	0.0595	1.43
$γ_{3}$	-0.1644	-6.49
$γ_{4}$	0.2141	9.08
$γ_{5}$	-0.2105	-7.76
$γ_{6}$	0.1652	5.17
$γ_{7}$	-0.0945	-2.61
$γ_{8}$	0.0385	1.32

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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