Fabrica Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.50% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5680 | 9.40 | |
| 0.1655 | 11.60 | |
| 0.6329 | 30.96 | |
| 0.1189 | 2.39 |
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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