First Elite Capital Modaraba GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:96.31% (+10.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1282 | 12.27 | |
| 0.1091 | 12.25 | |
| 0.8761 | 159.52 | |
| -0.0145 | -0.97 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Elite Capital Modaraba Analyses
Other GJR-GARCH Analyses on International Equities