FANUC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.87% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1890 | 18.26 | |
| 0.0525 | 14.49 | |
| 0.8845 | 338.87 | |
| 0.0563 | 8.51 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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