Fujiya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.32% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5184 | 6.30 | |
| 0.1043 | 7.56 | |
| 0.8216 | 35.31 | |
| 0.0281 | 0.57 | |
| -0.0035 | -0.04 | |
| -0.0569 | -0.88 | |
| 0.0232 | 0.36 | |
| 0.0598 | 0.99 | |
| -0.1749 | -2.67 | |
| 0.2877 | 2.61 | |
| -0.2596 | -1.51 | |
| 0.0878 | 0.55 | |
| 0.0433 | 0.56 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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