V-Lab: Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.22% (+1.07%)

Analysis last updated: Sunday, April 21, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0190	7.52
$α$	0.1100	8.56
$β$	0.8180	38.51
$γ_{1}$	0.0009	0.03
$γ_{2}$	0.0605	1.46
$γ_{3}$	-0.1655	-6.52
$γ_{4}$	0.2150	9.09
$γ_{5}$	-0.2111	-7.74
$γ_{6}$	0.1651	5.15
$γ_{7}$	-0.0940	-2.59
$γ_{8}$	0.0380	1.30

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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