Fauji Foods Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.29% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2406 | 10.05 | |
| 0.2168 | 15.73 | |
| 0.8965 | 81.45 | |
| -0.0083 | -1.09 |
Estimation Period:
Apr 10, 2012 to Feb 6, 2026
Apr 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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