First Capital Holdings Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.13% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7876 | 15.86 | |
| 0.1530 | 15.00 | |
| 0.7719 | 74.42 | |
| -0.0086 | -0.52 |
Estimation Period:
Jan 22, 2010 to Feb 13, 2026
Jan 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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