Fujikura Kasei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.54% (-6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2393 | 5.50 | |
| 0.1293 | 8.82 | |
| 0.7881 | 31.95 | |
| -0.1249 | -2.38 | |
| 0.2145 | 2.91 | |
| -0.1958 | -3.58 | |
| 0.1887 | 3.10 | |
| -0.0885 | -1.66 | |
| -0.0332 | -0.70 | |
| 0.0538 | 1.07 | |
| 0.0553 | 1.10 | |
| -0.1978 | -3.85 | |
| 0.3204 | 3.73 |
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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