FUJIFILM Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.55% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 23.59 | |
| 0.0556 | 20.59 | |
| 0.8525 | 249.55 | |
| 0.1013 | 12.49 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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