Fabrinet EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.65% (-10.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3304 | 2.40 | |
| 0.0921 | 2.13 | |
| 0.8790 | 19.69 | |
| -0.1639 | -4.34 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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