Fauji Foods Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.95% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6441 | 10.42 | |
| 0.1229 | 17.23 | |
| 0.8133 | 57.00 |
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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