Airport Facilities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.21% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0768 | 21.18 | |
| 0.1229 | 21.49 | |
| 0.8588 | 265.39 | |
| 0.0208 | 2.11 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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