FABRITY SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.09% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4853 | 13.19 | |
| 0.0688 | 13.64 | |
| 0.8474 | 111.77 | |
| 0.0168 | 1.61 |
Estimation Period:
Jun 6, 2008 to Feb 6, 2026
Jun 6, 2008 to Feb 6, 2026
News Impact Curve
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