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V-Lab

Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.99% (-2.09%)
Analysis last updated: Friday, February 6, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fujitsu Ltd S0GARCH
paramt-stat
ω0.96157.83
α0.08867.03
β0.820535.86
γ1-0.0351-1.51
γ20.10623.26
γ3-0.1497-7.39
γ40.12456.27
γ5-0.0530-1.89
γ6-0.0106-0.25
γ70.03290.76
γ8-0.0182-0.66
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts