Fujitsu Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.49% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0443 | 14.98 | |
| 0.7432 | 57.65 | |
| 0.0897 | 16.47 | |
| 0.0790 | 1.70 | |
| 0.0450 | 1.75 | |
| 0.9389 | 27.71 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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