FANUC Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.70% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9157 | 7.41 | |
| 0.0947 | 8.20 | |
| 0.8273 | 48.91 | |
| -0.0142 | -0.63 | |
| 0.0756 | 2.30 | |
| -0.1566 | -7.01 | |
| 0.1708 | 7.95 | |
| -0.1160 | -4.94 | |
| 0.0527 | 1.65 | |
| 0.0046 | 0.10 | |
| -0.0479 | -0.46 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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