Fuji Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:118.74% (+9.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5222 | 8.77 | |
| 0.1800 | 6.62 | |
| 0.4764 | 7.74 | |
| -0.0080 | -0.29 | |
| 0.0887 | 2.24 | |
| -0.1727 | -6.79 | |
| 0.1455 | 5.91 | |
| -0.0715 | -2.26 | |
| 0.0114 | 0.26 | |
| 0.0218 | 0.51 | |
| -0.0343 | -1.11 | |
| 0.0346 | 1.74 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities