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Fuji Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.46% (-10.04%)
Analysis last updated: Sunday, February 15, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω1.04646.14
α0.19325.50
β0.594811.07
γ1-0.0236-0.32
γ2-0.0203-0.18
γ30.03870.51
γ40.03610.61
γ5-0.0464-0.82
γ60.00200.03
γ70.13491.77
γ8-0.2967-3.90
γ90.30704.13
γ10-0.1807-2.94
Estimation Period:
Jun 22, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts