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V-Lab

Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.25% (-0.52%)
Analysis last updated: Saturday, February 21, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujitsu Ltd S0GARCH
paramt-stat
ω0.96347.83
α0.08837.06
β0.821636.21
γ1-0.0339-1.46
γ20.10383.19
γ3-0.1476-7.28
γ40.12326.21
γ5-0.0525-1.88
γ6-0.0109-0.25
γ70.03360.77
γ8-0.0191-0.69
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts