V-Lab: FUJIFILM Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FUJIFILM Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.03% (-1.33%)

Analysis last updated: Friday, May 17, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1882	6.31
$α$	0.1183	8.89
$β$	0.7795	32.87
$γ_{1}$	0.0509	1.24
$γ_{2}$	-0.0198	-0.32
$γ_{3}$	-0.0467	-1.08
$γ_{4}$	-0.0645	-1.77
$γ_{5}$	0.2109	5.61
$γ_{6}$	-0.2352	-4.53
$γ_{7}$	0.1563	2.59
$γ_{8}$	-0.0799	-1.38
$γ_{9}$	0.0597	0.98
$γ_{10}$	-0.0817	-0.85

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

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Volatility Forecasts

Volatility Forecasts