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V-Lab

Fuso Dentsu Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.57% (-0.24%)
Analysis last updated: Sunday, February 15, 2026 at 01:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuso Dentsu Co Ltd SGARCH
paramt-stat
ω1.19987.11
α0.07384.54
β0.855127.49
γ1-0.1310-1.64
γ20.14641.12
γ30.06390.68
γ4-0.2233-2.89
γ50.27133.67
γ6-0.1560-1.59
γ70.03460.28
γ8-0.0528-0.44
γ90.28991.73
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts