Fujikura Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.93% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1760 | 12.77 | |
| 0.0428 | 19.13 | |
| 0.9037 | 328.16 | |
| 0.0704 | 10.07 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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