Skip to main content
V-Lab

Fuji Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.83% (+5.24%)
Analysis last updated: Wednesday, February 11, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Electric Co Ltd S0GARCH
paramt-stat
ω0.95166.45
α0.12279.06
β0.800638.12
γ1-0.0389-0.84
γ20.12961.90
γ3-0.1670-3.60
γ40.06471.48
γ50.10342.50
γ6-0.2150-5.22
γ70.21063.92
γ8-0.1195-1.75
γ90.04050.62
γ10-0.0107-0.26
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts