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Fujita Corp Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.35% (-4.45%)
Analysis last updated: Sunday, February 15, 2026 at 12:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujita Corp Co Ltd S0GARCH
paramt-stat
ω0.87774.17
α0.32416.14
β0.560012.13
γ1-0.2168-1.67
γ20.37062.00
γ3-0.2983-2.50
γ40.26472.38
γ5-0.1096-0.91
γ6-0.1680-1.22
γ70.32242.20
γ8-0.2290-1.89
Estimation Period:
Apr 20, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts