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Fuji Co Ltd (Chain Store) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.48% (-0.62%)
Analysis last updated: Sunday, February 15, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fuji Co Ltd (Chain Store) SGARCH
paramt-stat
ω0.87146.02
α0.15826.34
β0.753219.70
γ10.02290.21
γ2-0.1341-0.74
γ30.31742.53
γ4-0.3473-3.85
γ50.10951.46
γ60.17402.44
γ7-0.2804-3.67
γ80.22562.75
γ9-0.2051-2.23
γ100.22981.88
Estimation Period:
Aug 1, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts