Fujitsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.78% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2190 | 19.32 | |
| 0.0387 | 14.94 | |
| 0.8831 | 246.04 | |
| 0.0722 | 8.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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