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Fuji Media Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.09% (-3.15%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Fuji Media Holdings Inc S0GARCH
paramt-stat
ω0.80534.63
α0.14697.09
β0.713920.86
γ1-0.0783-0.90
γ2-0.0068-0.06
γ30.15931.32
γ4-0.1350-0.87
γ50.17631.30
γ6-0.2505-1.88
γ70.22081.85
γ8-0.1348-1.64
γ90.13672.20
γ10-0.1436-3.23
Estimation Period:
Aug 8, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts