Fabrica Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.50% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2509 | 4.22 | |
| 0.1618 | 2.81 | |
| -0.1492 | -3.53 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9993 | 30.66 |
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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