Fujifilm Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.20% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 20.21 | |
| 0.1497 | 23.78 | |
| 0.9381 | 289.00 | |
| -0.0317 | -4.67 |
Estimation Period:
May 18, 2001 to Feb 6, 2026
May 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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