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V-Lab

Fujikura Kasei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.54% (-6.71%)
Analysis last updated: Thursday, February 19, 2026 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujikura Kasei Co Ltd SGARCH
paramt-stat
ω1.23935.50
α0.12938.82
β0.788131.95
γ1-0.1249-2.38
γ20.21452.91
γ3-0.1958-3.58
γ40.18873.10
γ5-0.0885-1.66
γ6-0.0332-0.70
γ70.05381.07
γ80.05531.10
γ9-0.1978-3.85
γ100.32043.73
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts