Fujita Corp Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.35% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8777 | 4.17 | |
| 0.3241 | 6.14 | |
| 0.5600 | 12.13 | |
| -0.2168 | -1.67 | |
| 0.3706 | 2.00 | |
| -0.2983 | -2.50 | |
| 0.2647 | 2.38 | |
| -0.1096 | -0.91 | |
| -0.1680 | -1.22 | |
| 0.3224 | 2.20 | |
| -0.2290 | -1.89 |
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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