Faber Company Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.18% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5660 | 15.45 | |
| 0.2356 | 17.54 | |
| 0.6000 | 60.28 | |
| -0.0400 | -0.44 |
Estimation Period:
Jul 31, 2024 to Feb 13, 2026
Jul 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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