Facor Alloys Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.00% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5355 | 8.49 | |
| 0.1301 | 6.24 | |
| 0.7080 | 14.81 | |
| 0.0878 | 3.95 | |
| -0.1206 | -3.69 | |
| 0.0261 | 1.28 | |
| 0.0213 | 1.48 |
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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