Famous Brands Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.96% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 15.24 | |
| 0.0958 | 17.34 | |
| 0.8830 | 303.32 | |
| 0.0303 | 3.09 |
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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