V-Lab
Fujitsu Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.78% (-0.88%)
Analysis last updated: Friday, May 3, 2024 at 11:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 15.55 | |
| 0.0695 | 30.76 | |
| 0.8901 | 310.56 | |
| 0.9229 | 13.91 |
Estimation Period:
Jan 3, 1990 to May 2, 2024
Jan 3, 1990 to May 2, 2024