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

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V-Lab

Fuji Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:37.10% (+7.06%)

Analysis last updated: Thursday, May 9, 2024 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0212	7.57
$α$	0.1093	8.55
$β$	0.8185	38.00
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0637	1.54
$γ_{3}$	-0.1704	-6.75
$γ_{4}$	0.2200	9.34
$γ_{5}$	-0.2139	-7.74
$γ_{6}$	0.1629	4.68
$γ_{7}$	-0.0805	-1.68
$γ_{8}$	-0.0077	-0.11

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts