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Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.66% (-3.01%)
Analysis last updated: Sunday, February 15, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Electric Co Ltd S0GARCH
paramt-stat
ω0.95806.53
α0.12389.09
β0.798637.69
γ1-0.0392-0.85
γ20.13091.93
γ3-0.1691-3.66
γ40.06701.54
γ50.10092.45
γ6-0.2122-5.17
γ70.20823.89
γ8-0.1178-1.73
γ90.03930.60
γ10-0.0099-0.24
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts