Fuji Co Ltd (Chain Store) EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.77% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 18.62 | |
| 0.2472 | 26.15 | |
| 0.9511 | 327.29 | |
| -0.0227 | -2.54 |
Estimation Period:
Aug 1, 1997 to Feb 10, 2026
Aug 1, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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