Fy Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.79% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 6.93 | |
| 0.1003 | 10.36 | |
| 0.9094 | 155.84 | |
| -0.0398 | -2.49 |
Estimation Period:
Apr 25, 2022 to Feb 6, 2026
Apr 25, 2022 to Feb 6, 2026
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