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

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V-Lab

Fuji Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.27% (+1.14%)

Analysis last updated: Sunday, April 21, 2024 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0190	7.57
$α$	0.1101	8.56
$β$	0.8168	37.62
$γ_{1}$	-0.0008	-0.03
$γ_{2}$	0.0649	1.57
$γ_{3}$	-0.1714	-6.79
$γ_{4}$	0.2208	9.36
$γ_{5}$	-0.2142	-7.73
$γ_{6}$	0.1625	4.65
$γ_{7}$	-0.0791	-1.65
$γ_{8}$	-0.0105	-0.15

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts