Fuji Seiko Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.09% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9337 | 9.61 | |
| 0.1511 | 4.97 | |
| 0.6626 | 12.55 | |
| 0.1471 | 6.96 | |
| -0.2334 | -7.08 | |
| 0.1412 | 6.15 | |
| -0.1023 | -5.00 | |
| 0.0853 | 3.28 | |
| -0.0839 | -2.03 | |
| 0.1270 | 2.10 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Fuji Seiko Ltd Analyses
Other Spline-GARCH Analyses on International Equities