Fcc Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.17% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0538 | 4.11 | |
| 0.1394 | 6.80 | |
| 0.6237 | 12.38 | |
| 0.1114 | 1.24 | |
| -0.2516 | -2.06 | |
| 0.2233 | 3.03 | |
| -0.0933 | -1.09 | |
| -0.0536 | -0.60 | |
| 0.1667 | 2.28 | |
| -0.1572 | -2.14 | |
| 0.0246 | 0.31 | |
| 0.0842 | 0.88 | |
| -0.0593 | -0.40 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
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