Famous Brands Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.68% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 24.89 | |
| 0.2260 | 39.58 | |
| 0.9791 | 791.52 | |
| -0.0180 | -2.64 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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