Fujii Sangyo Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.50% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 11.45 | |
| 0.0358 | 10.25 | |
| 0.9562 | 565.78 | |
| 0.0092 | 1.55 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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