Fuji Seiko Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.55% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 13.36 | |
| 0.0522 | 11.35 | |
| 0.9268 | 280.76 | |
| 0.0194 | 3.06 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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