Facor Alloys Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.36% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0734 | 16.40 | |
| 0.1257 | 17.45 | |
| 0.8116 | 111.14 | |
| -0.0255 | -2.11 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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