Faes Farma SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 14.17 | |
| 0.1146 | 15.05 | |
| 0.8789 | 181.86 | |
| 0.0130 | 1.44 |
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Jun 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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