First Brothers Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.30% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6284 | 14.16 | |
| 0.3160 | 12.24 | |
| 0.6513 | 40.59 | |
| -0.0162 | -0.50 |
Estimation Period:
Feb 17, 2015 to Feb 6, 2026
Feb 17, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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