Fujisash Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.58% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6070 | 15.20 | |
| 0.1363 | 20.68 | |
| 0.8325 | 118.06 |
Estimation Period:
Aug 20, 1992 to Jan 30, 2026
Aug 20, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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