Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.79% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9429 | 7.69 | |
| 0.0854 | 6.94 | |
| 0.8257 | 36.60 | |
| -0.0386 | -1.66 | |
| 0.1123 | 3.44 | |
| -0.1547 | -7.72 | |
| 0.1284 | 6.56 | |
| -0.0545 | -1.98 | |
| -0.0108 | -0.26 | |
| 0.0339 | 0.79 | |
| -0.0190 | -0.70 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Fujitsu Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities