Fuji Co Ltd (Chain Store) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.48% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8714 | 6.02 | |
| 0.1582 | 6.34 | |
| 0.7532 | 19.70 | |
| 0.0229 | 0.21 | |
| -0.1341 | -0.74 | |
| 0.3174 | 2.53 | |
| -0.3473 | -3.85 | |
| 0.1095 | 1.46 | |
| 0.1740 | 2.44 | |
| -0.2804 | -3.67 | |
| 0.2256 | 2.75 | |
| -0.2051 | -2.23 | |
| 0.2298 | 1.88 |
Estimation Period:
Aug 1, 1997 to Feb 13, 2026
Aug 1, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Fuji Co Ltd (Chain Store) Analyses
Other Spline-GARCH Analyses on International Equities