Fuji Nihon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.46% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 8.34 | |
| 0.0703 | 12.98 | |
| 0.9446 | 410.34 | |
| -0.0299 | -4.29 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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