Fedders Holding Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.64% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4560 | 12.17 | |
| 0.1255 | 11.74 | |
| 0.8634 | 161.75 | |
| -0.0422 | -2.73 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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