Fauji Foods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.12% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6282 | 9.99 | |
| 0.1142 | 13.16 | |
| 0.8154 | 56.68 | |
| 0.0178 | 1.30 |
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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