Facor Alloys Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.54% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5385 | 8.52 | |
| 0.1301 | 6.24 | |
| 0.7079 | 14.80 | |
| 0.0885 | 3.94 | |
| -0.1220 | -3.65 | |
| 0.0281 | 1.13 | |
| 0.0168 | 0.41 |
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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