Fuji Corp Ltd (Fuji Jutaku) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.71% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 18.53 | |
| 0.0819 | 22.62 | |
| 0.8887 | 332.24 | |
| 0.0493 | 5.63 |
Estimation Period:
Sep 2, 1997 to Feb 13, 2026
Sep 2, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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