Far East Knitting & Dyeing Industries PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:24.10% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1154 | 7.71 | |
| 0.1223 | 20.77 | |
| 0.8662 | 203.99 | |
| 0.0231 | 1.86 |
Estimation Period:
Aug 28, 2014 to Feb 5, 2026
Aug 28, 2014 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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