Fuji Nihon Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.68% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1760 | 15.87 | |
| 0.6094 | 25.51 | |
| -0.0080 | -0.45 | |
| 0.0052 | 1.44 | |
| 0.0313 | 2.44 | |
| 0.9687 | 76.04 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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