Firstec Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.37% (+17.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5204 | 23.04 | |
| 0.1719 | 27.63 | |
| 0.8257 | 211.50 | |
| -0.0275 | -2.60 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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