Fuji Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.44% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2389 | 17.10 | |
| 0.0584 | 16.26 | |
| 0.8590 | 283.12 | |
| 0.0966 | 10.53 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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