FAR Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.25% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9461 | 8.87 | |
| 0.0873 | 15.22 | |
| 0.8811 | 189.64 | |
| 0.0112 | 1.22 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
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