Phancy Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.63% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9445 | 4.81 | |
| 0.1700 | 1.83 | |
| 0.7444 | 31.78 | |
| -0.1640 | -1.78 |
Estimation Period:
Sep 28, 2023 to Feb 6, 2026
Sep 28, 2023 to Feb 6, 2026
News Impact Curve
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