Ferrotec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.36% (-31.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2130 | 11.71 | |
| 0.2797 | 8.78 | |
| 0.4435 | 14.49 | |
| 0.0350 | 0.48 |
Estimation Period:
Oct 11, 2023 to Feb 6, 2026
Oct 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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