Fujikura Kasei Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:83.17% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3570 | 5.98 | |
| 0.1315 | 8.43 | |
| 0.7861 | 30.64 | |
| -0.0554 | -1.22 | |
| 0.0940 | 1.47 | |
| -0.1091 | -3.28 | |
| 0.1617 | 4.51 | |
| -0.1500 | -3.89 | |
| 0.0591 | 1.58 | |
| 0.0568 | 1.59 | |
| -0.1174 | -3.21 | |
| 0.0853 | 2.93 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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