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V-Lab

Fuji Nihon Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.36% (-1.63%)
Analysis last updated: Sunday, February 15, 2026 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Nihon Corp SGARCH
paramt-stat
ω1.08894.50
α0.18886.54
β0.695118.53
γ1-0.1610-2.09
γ20.18181.61
γ3-0.0117-0.15
γ4-0.0361-0.44
γ50.05840.67
γ6-0.0973-1.13
γ70.29312.89
γ8-0.7386-3.25
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts