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Fujikura Kasei Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:83.17% (-4.91%)
Analysis last updated: Tuesday, February 17, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujikura Kasei Co Ltd S0GARCH
paramt-stat
ω1.35705.98
α0.13158.43
β0.786130.64
γ1-0.0554-1.22
γ20.09401.47
γ3-0.1091-3.28
γ40.16174.51
γ5-0.1500-3.89
γ60.05911.58
γ70.05681.59
γ8-0.1174-3.21
γ90.08532.93
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts