FFI Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.37% (-21.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9639 | 7.41 | |
| 0.1491 | 3.30 | |
| 0.1446 | 0.98 | |
| -0.7183 | -4.67 | |
| 1.1336 | 4.69 | |
| -0.5634 | -3.32 | |
| 0.1737 | 1.14 | |
| -0.0169 | -0.09 |
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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