Fabrica Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.28% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.3418 | 11.54 | |
| 0.0504 | 37.74 | |
| 0.9979 | 4,395.91 | |
| 2.6236 | 193.59 |
Estimation Period:
Apr 7, 2021 to Feb 13, 2026
Apr 7, 2021 to Feb 13, 2026
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