Faalcon Concepts Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:114.86% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1293 | 1.72 | |
| 0.0374 | 1.94 | |
| 0.9472 | 107.33 | |
| 0.0231 | 0.47 |
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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