Fuji Nihon Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.36% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0889 | 4.50 | |
| 0.1888 | 6.54 | |
| 0.6951 | 18.53 | |
| -0.1610 | -2.09 | |
| 0.1818 | 1.61 | |
| -0.0117 | -0.15 | |
| -0.0361 | -0.44 | |
| 0.0584 | 0.67 | |
| -0.0973 | -1.13 | |
| 0.2931 | 2.89 | |
| -0.7386 | -3.25 |
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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