Fuji Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:99.78% (+15.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6187 | 22.27 | |
| 0.0935 | 17.83 | |
| 0.7889 | 160.15 | |
| 0.0902 | 8.94 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
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