FFI Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.80% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1140 | 5.64 | |
| 0.0357 | 10.29 | |
| 0.9646 | 293.99 | |
| -0.0219 | -4.43 |
Estimation Period:
Jan 11, 1996 to Jan 16, 2026
Jan 11, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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