Fuji Corp Ltd (Fuji Jutaku) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.05% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1764 | 6.34 | |
| 0.1130 | 6.50 | |
| 0.8113 | 25.94 | |
| -0.0128 | -0.36 | |
| 0.0475 | 0.85 | |
| -0.0442 | -0.93 | |
| -0.0232 | -0.50 | |
| 0.1155 | 2.83 | |
| -0.1695 | -4.33 | |
| 0.1716 | 3.64 |
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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