Fujitsu Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.03% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1564 | 16.35 | |
| 0.0737 | 31.28 | |
| 0.8805 | 291.57 | |
| 0.9850 | 15.38 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities