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V-Lab

Fujikura Composites Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.47% (+0.22%)
Analysis last updated: Tuesday, February 17, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujikura Composites Inc SGARCH
paramt-stat
ω1.32697.08
α0.15396.58
β0.712318.85
γ10.04111.17
γ20.01510.29
γ3-0.1864-4.70
γ40.22965.48
γ5-0.1263-2.66
γ60.03870.70
γ7-0.0190-0.33
γ80.01690.30
γ9-0.0752-1.00
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts