FUJIFILM Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.11% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 17.09 | |
| 0.1997 | 40.06 | |
| 0.9526 | 412.90 | |
| -0.0710 | -15.55 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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