Fujifilm Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0958 | 7.92 | |
| 0.1736 | 7.09 | |
| 0.4634 | 5.23 | |
| -0.1641 | -3.04 | |
| 0.3417 | 4.30 | |
| -0.3378 | -5.58 | |
| 0.2857 | 4.76 | |
| -0.2136 | -4.08 | |
| 0.1280 | 2.64 | |
| -0.0434 | -0.76 | |
| 0.0215 | 0.24 | |
| 0.0040 | 0.02 |
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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