Fujita Kanko GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.03% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2113 | 21.52 | |
| 0.1164 | 42.30 | |
| 0.8540 | 259.58 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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