Fnc Entertainment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.87% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3909 | 10.53 | |
| 0.1124 | 11.03 | |
| 0.8373 | 83.14 | |
| 0.0172 | 0.99 |
Estimation Period:
Dec 4, 2014 to Feb 13, 2026
Dec 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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