FANUC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.20% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1889 | 18.26 | |
| 0.0525 | 14.49 | |
| 0.8845 | 339.14 | |
| 0.0563 | 8.51 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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