FANUC Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.80% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9656 | 7.81 | |
| 0.0937 | 8.02 | |
| 0.8281 | 48.67 | |
| -0.0021 | -0.09 | |
| 0.0571 | 1.76 | |
| -0.1454 | -6.52 | |
| 0.1619 | 7.58 | |
| -0.1099 | -4.82 | |
| 0.0512 | 1.77 | |
| -0.0016 | -0.06 | |
| -0.0228 | -1.14 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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