V-Lab: FANUC Corp Spline-GARCH Volatility Analysis

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V-Lab

FANUC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.40% (-0.19%)

Analysis last updated: Sunday, April 21, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9352	7.23
$α$	0.0855	7.91
$β$	0.8387	49.21
$γ_{1}$	-0.0241	-0.58
$γ_{2}$	0.0743	1.21
$γ_{3}$	-0.0248	-0.56
$γ_{4}$	-0.1708	-4.16
$γ_{5}$	0.3069	7.41
$γ_{6}$	-0.2686	-6.19
$γ_{7}$	0.1671	3.52
$γ_{8}$	-0.1150	-1.87
$γ_{9}$	0.1503	1.86
$γ_{10}$	-0.2433	-2.74

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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