Fabrinet GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.02% (-9.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7346 | 5.24 | |
| 0.0000 | 0.00 | |
| 0.6180 | 9.28 | |
| 0.2362 | 2.38 |
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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