Facc Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.30% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6845 | 20.08 | |
| 0.1386 | 11.58 | |
| 0.7186 | 84.63 | |
| 0.0883 | 3.84 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
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