Fujitsu Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.81% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2228 | 19.49 | |
| 0.0719 | 25.18 | |
| 0.8830 | 243.26 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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