V-Lab
FANUC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:31.08% (-0.81%)
Analysis last updated: Saturday, May 11, 2024 at 04:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1563 | 16.01 | |
| 0.0470 | 13.65 | |
| 0.8976 | 363.26 | |
| 0.0525 | 8.56 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024