First Pacific Co Ltd/Hong Kong GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.17% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 17.42 | |
| 0.0622 | 20.59 | |
| 0.9144 | 400.33 | |
| 0.0290 | 4.05 |
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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