Fan Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.43% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 11.88 | |
| 0.0616 | 21.43 | |
| 0.9430 | 519.56 | |
| -0.0092 | -2.07 |
Estimation Period:
Nov 30, 2005 to Feb 13, 2026
Nov 30, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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