V-Lab: Fujitsu Ltd Spline-GARCH Volatility Analysis

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V-Lab

Fujitsu Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.56% (-0.77%)

Analysis last updated: Thursday, May 2, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9418	7.67
$α$	0.0896	6.65
$β$	0.7954	27.42
$γ_{1}$	-0.0414	-1.06
$γ_{2}$	0.0717	1.27
$γ_{3}$	0.0350	0.93
$γ_{4}$	-0.2193	-6.84
$γ_{5}$	0.3028	8.96
$γ_{6}$	-0.2553	-5.47
$γ_{7}$	0.1877	3.04
$γ_{8}$	-0.1605	-2.05
$γ_{9}$	0.1441	1.60
$γ_{10}$	-0.1418	-1.25

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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