V-Lab: FANUC Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FANUC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:35.13% (-1.04%)

Analysis last updated: Saturday, April 20, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9305	7.09
$α$	0.0821	7.91
$β$	0.8547	56.38
$γ_{1}$	-0.0233	-0.86
$γ_{2}$	0.1006	2.55
$γ_{3}$	-0.1831	-6.77
$γ_{4}$	0.1780	7.06
$γ_{5}$	-0.0999	-3.63
$γ_{6}$	0.0235	0.75
$γ_{7}$	0.0315	0.85
$γ_{8}$	-0.0443	-1.18

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts