Fujitsu Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.51% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9190 | 7.58 | |
| 0.0882 | 7.02 | |
| 0.8211 | 35.97 | |
| -0.0463 | -1.99 | |
| 0.1236 | 3.80 | |
| -0.1609 | -7.99 | |
| 0.1337 | 6.72 | |
| -0.0607 | -2.12 | |
| -0.0032 | -0.07 | |
| 0.0212 | 0.43 | |
| 0.0142 | 0.26 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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