Fujifilm Holdings Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.38% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8060 | 21.64 | |
| 0.1564 | 31.68 | |
| 0.6341 | 56.01 |
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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