Fujita Corp Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.98% (+8.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4695 | 20.30 | |
| 0.4451 | 34.72 | |
| 0.8410 | 107.49 | |
| 0.0541 | 6.70 |
Estimation Period:
Apr 20, 2005 to Feb 6, 2026
Apr 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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