Skip to main content
V-Lab

Fujifilm Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (-1.61%)
Analysis last updated: Saturday, February 7, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujifilm Holdings Corp SGARCH
paramt-stat
ω1.09587.92
α0.17367.09
β0.46345.23
γ1-0.1641-3.04
γ20.34174.30
γ3-0.3378-5.58
γ40.28574.76
γ5-0.2136-4.08
γ60.12802.64
γ7-0.0434-0.76
γ80.02150.24
γ90.00400.02
Estimation Period:
May 18, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts