First Pacific Co Ltd/Hong Kong AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.90% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 17.70 | |
| 0.0825 | 37.43 | |
| 0.9074 | 382.55 | |
| 0.2111 | 3.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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