Facor Alloys Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.28% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2803 | 18.70 | |
| 0.2194 | 24.94 | |
| 0.8957 | 154.54 | |
| 0.0351 | 4.88 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
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