Fujita Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.81% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 16.72 | |
| 0.0481 | 11.97 | |
| 0.9330 | 426.02 | |
| 0.0117 | 1.58 |
Estimation Period:
Aug 30, 1996 to Feb 13, 2026
Aug 30, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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