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V-Lab

Fujipream Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.62% (-11.89%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujipream Corp SGARCH
paramt-stat
ω1.40363.40
α0.25295.15
β0.57189.98
γ10.38981.84
γ2-0.6024-2.01
γ30.42932.31
γ4-0.5846-3.11
γ50.81874.28
γ6-0.8973-4.08
γ70.83873.35
γ8-0.6874-3.07
γ90.51302.83
γ10-0.5501-1.54
Estimation Period:
Jun 29, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts