Falco Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.33% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 15.08 | |
| 0.0584 | 21.42 | |
| 0.9106 | 382.76 | |
| 0.0619 | 11.31 |
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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