Fabrica Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.04% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4609 | 9.10 | |
| 0.3296 | 20.16 | |
| 0.8012 | 37.31 | |
| -0.0103 | -0.67 |
Estimation Period:
Apr 7, 2021 to Feb 13, 2026
Apr 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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