V-Lab: FUJIFILM Holdings Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

FUJIFILM Holdings Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:28.28% (+1.09%)

Analysis last updated: Thursday, May 16, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.0437	7.88
$α$	0.0790	31.57
$β$	0.9803	343.95
$ν$	6	7.89

Estimation Period:
Jan 3, 1990 to May 10, 2024