Fuji Electric Industry Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.56% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 18.75 | |
| 0.1761 | 13.92 | |
| 0.8154 | 118.44 | |
| 0.0169 | 1.14 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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