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V-Lab

Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.79% (-2.16%)
Analysis last updated: Friday, February 20, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujitsu Ltd S0GARCH
paramt-stat
ω0.94297.69
α0.08546.94
β0.825736.60
γ1-0.0386-1.66
γ20.11233.44
γ3-0.1547-7.72
γ40.12846.56
γ5-0.0545-1.98
γ6-0.0108-0.26
γ70.03390.79
γ8-0.0190-0.70
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts