Fujifilm Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.99% (+2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9558 | 7.67 | |
| 0.0514 | 20.35 | |
| 0.9757 | 277.34 | |
| 4.6621 | 6.32 |
Estimation Period:
May 18, 2001 to Feb 13, 2026
May 18, 2001 to Feb 13, 2026
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