F&M Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.96% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9918 | 19.98 | |
| 0.1788 | 17.43 | |
| 0.7653 | 128.49 | |
| -0.0257 | -1.80 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
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