Fermenta Biotech Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.77% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5639 | 16.92 | |
| 0.1780 | 12.21 | |
| 0.6583 | 40.69 | |
| -0.0010 | -0.05 |
Estimation Period:
Mar 25, 2010 to Feb 6, 2026
Mar 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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