V-Lab: Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.59% (-0.61%)

Analysis last updated: Saturday, May 4, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9463	7.43
$α$	0.0873	6.66
$β$	0.8090	30.42
$γ_{1}$	-0.0380	-0.94
$γ_{2}$	0.0703	1.20
$γ_{3}$	0.0246	0.64
$γ_{4}$	-0.1981	-6.03
$γ_{5}$	0.2756	7.99
$γ_{6}$	-0.2259	-4.74
$γ_{7}$	0.1585	2.51
$γ_{8}$	-0.1299	-1.64
$γ_{9}$	0.0986	1.18
$γ_{10}$	-0.0397	-0.72

Estimation Period:
Jan 3, 1990 to May 3, 2024

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