Fujitsu Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.38% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2185 | 19.29 | |
| 0.0386 | 14.91 | |
| 0.8831 | 246.55 | |
| 0.0725 | 8.92 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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