Fgp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.63% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 13.23 | |
| 0.1103 | 27.71 | |
| 0.8867 | 424.65 | |
| 0.0061 | 0.90 |
Estimation Period:
Jun 11, 1997 to Feb 6, 2026
Jun 11, 1997 to Feb 6, 2026
News Impact Curve
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