Fujitsu Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.27% (+2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0442 | 14.95 | |
| 0.7441 | 58.03 | |
| 0.0898 | 16.50 | |
| 0.0789 | 1.70 | |
| 0.0450 | 1.76 | |
| 0.9390 | 27.85 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities