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V-Lab

Fujii Sangyo Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.32% (-1.43%)
Analysis last updated: Wednesday, February 11, 2026 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujii Sangyo Corp SGARCH
paramt-stat
ω2.24694.17
α0.14716.99
β0.653214.40
γ10.13940.94
γ2-0.2383-1.10
γ30.31472.37
γ4-0.4644-3.71
γ50.45323.08
γ6-0.4426-3.38
γ70.45993.57
γ8-0.3293-2.13
γ90.21061.39
γ10-0.2268-1.41
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts