Faber Company Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2138 | 7.60 | |
| 0.1106 | 9.60 | |
| 0.8158 | 51.59 |
Estimation Period:
Jul 31, 2024 to Feb 6, 2026
Jul 31, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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