Fecto Cement Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.26% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3722 | 19.29 | |
| 0.0930 | 13.36 | |
| 0.8691 | 237.78 | |
| 0.0271 | 1.79 |
Estimation Period:
Apr 27, 1994 to Feb 6, 2026
Apr 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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