Fujita Corp Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.14% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9694 | 18.80 | |
| 0.3455 | 15.08 | |
| 0.6161 | 48.28 | |
| -0.1245 | -4.38 |
Estimation Period:
Apr 20, 2005 to Feb 13, 2026
Apr 20, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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