FUJIFILM Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.33% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2672 | 6.93 | |
| 0.1248 | 9.23 | |
| 0.7865 | 36.38 | |
| 0.0599 | 5.00 | |
| -0.1007 | -6.09 | |
| 0.0672 | 6.86 | |
| -0.0442 | -4.04 | |
| 0.0288 | 1.88 | |
| -0.0204 | -0.90 |
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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