Fuji Co Ltd (Chain Store) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.44% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0735 | 19.82 | |
| 0.1177 | 16.64 | |
| 0.8400 | 178.07 | |
| 0.0354 | 2.93 |
Estimation Period:
Aug 1, 1997 to Feb 13, 2026
Aug 1, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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