Falco Holdings Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.60% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 21.17 | |
| 0.1840 | 39.94 | |
| 0.9884 | 1,221.73 | |
| -0.0298 | -7.34 |
Estimation Period:
Apr 21, 1997 to Feb 13, 2026
Apr 21, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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