Fuji Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.88% (-7.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4324 | 20.75 | |
| 0.1536 | 16.35 | |
| 0.7513 | 96.57 | |
| 0.1034 | 5.45 |
Estimation Period:
Jun 22, 1995 to Feb 13, 2026
Jun 22, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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