Fuji Kyuko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.37% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8630 | 9.00 | |
| 0.0453 | 3.98 | |
| 0.7333 | 28.04 | |
| 0.0647 | 3.17 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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