Four Seas Mercantile Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:21.95% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 5.74 | |
| 0.0578 | 9.64 | |
| 0.9433 | 339.21 | |
| -0.0024 | -0.25 |
Estimation Period:
Jan 8, 2007 to Oct 24, 2025
Jan 8, 2007 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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