Faalcon Concepts Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:104.61% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 4.69 | |
| 0.1147 | 9.06 | |
| 0.9735 | 147.03 | |
| 0.0065 | 0.37 |
Estimation Period:
Apr 26, 2024 to Jan 16, 2026
Apr 26, 2024 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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