Falcon Machine Tools Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.57% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2216 | 18.77 | |
| 0.1331 | 17.83 | |
| 0.8458 | 178.54 | |
| -0.0309 | -2.73 |
Estimation Period:
Sep 12, 2006 to Feb 11, 2026
Sep 12, 2006 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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