Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.25% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9634 | 7.83 | |
| 0.0883 | 7.06 | |
| 0.8216 | 36.21 | |
| -0.0339 | -1.46 | |
| 0.1038 | 3.19 | |
| -0.1476 | -7.28 | |
| 0.1232 | 6.21 | |
| -0.0525 | -1.88 | |
| -0.0109 | -0.25 | |
| 0.0336 | 0.77 | |
| -0.0191 | -0.69 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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