Active Fine Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.44% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 4.02 | |
| 0.0335 | 9.35 | |
| 0.9476 | 243.97 | |
| 0.0379 | 5.14 |
Estimation Period:
Nov 29, 2010 to Feb 5, 2026
Nov 29, 2010 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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