V-Lab: Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.27% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9089	7.12
$α$	0.0874	6.65
$β$	0.8092	30.51
$γ_{1}$	-0.0478	-1.15
$γ_{2}$	0.0820	1.38
$γ_{3}$	0.0233	0.60
$γ_{4}$	-0.2004	-6.09
$γ_{5}$	0.2793	8.03
$γ_{6}$	-0.2296	-4.78
$γ_{7}$	0.1616	2.54
$γ_{8}$	-0.1323	-1.66
$γ_{9}$	0.1008	1.20
$γ_{10}$	-0.0415	-0.75

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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