In the F Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.66% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5479 | 16.85 | |
| 0.1200 | 22.32 | |
| 0.8684 | 219.06 | |
| -0.0339 | -3.24 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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