Fujitsu Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.99% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9615 | 7.83 | |
| 0.0886 | 7.03 | |
| 0.8205 | 35.86 | |
| -0.0351 | -1.51 | |
| 0.1062 | 3.26 | |
| -0.1497 | -7.39 | |
| 0.1245 | 6.27 | |
| -0.0530 | -1.89 | |
| -0.0106 | -0.25 | |
| 0.0329 | 0.76 | |
| -0.0182 | -0.66 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Fujitsu Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities