V-Lab: FANUC Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FANUC Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:29.08% (+1.87%)

Analysis last updated: Thursday, May 9, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8972	6.96
$α$	0.0862	7.94
$β$	0.8377	49.12
$γ_{1}$	-0.0399	-0.96
$γ_{2}$	0.0962	1.56
$γ_{3}$	-0.0341	-0.77
$γ_{4}$	-0.1654	-4.03
$γ_{5}$	0.3037	7.35
$γ_{6}$	-0.2672	-6.18
$γ_{7}$	0.1661	3.52
$γ_{8}$	-0.1129	-1.84
$γ_{9}$	0.1469	1.80
$γ_{10}$	-0.2395	-2.57

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts