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V-Lab

Fuji Ps Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.84% (+11.81%)
Analysis last updated: Friday, February 13, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Ps Corp S0GARCH
paramt-stat
ω0.43003.14
α0.21316.80
β0.532810.01
γ1-0.3129-1.87
γ20.19010.81
γ30.40893.18
γ4-0.5562-4.40
γ50.34322.36
γ60.00730.05
γ7-0.1231-1.02
γ8-0.1150-1.05
γ90.35453.66
γ10-0.2405-2.96
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts