Fujitsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.65% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2192 | 19.29 | |
| 0.0386 | 14.89 | |
| 0.8830 | 245.13 | |
| 0.0725 | 8.86 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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