Fujifilm Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.58% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8163 | 21.74 | |
| 0.1183 | 12.59 | |
| 0.6302 | 51.45 | |
| 0.0796 | 3.79 |
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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