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V-Lab

Fujita Corp Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.74% (+1.68%)
Analysis last updated: Wednesday, February 11, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujita Corp Co Ltd SGARCH
paramt-stat
ω0.87904.06
α0.33545.80
β0.552111.32
γ1-0.2307-1.78
γ20.39232.12
γ3-0.3141-2.63
γ40.28322.55
γ5-0.1372-1.14
γ6-0.1158-0.81
γ70.20291.19
γ80.08480.34
Estimation Period:
Apr 20, 2005 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts