Fujisash Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.02% (+6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5872 | 14.58 | |
| 0.1216 | 13.89 | |
| 0.8353 | 118.77 | |
| 0.0281 | 2.10 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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