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V-Lab

Fujiya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.32% (-0.61%)
Analysis last updated: Sunday, February 15, 2026 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujiya Co Ltd S0GARCH
paramt-stat
ω1.51846.30
α0.10437.56
β0.821635.31
γ10.02810.57
γ2-0.0035-0.04
γ3-0.0569-0.88
γ40.02320.36
γ50.05980.99
γ6-0.1749-2.67
γ70.28772.61
γ8-0.2596-1.51
γ90.08780.55
γ100.04330.56
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts