First Graphene Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:92.54% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6847 | 9.38 | |
| 0.0660 | 14.38 | |
| 0.9015 | 266.17 | |
| 0.0457 | 4.34 |
Estimation Period:
Feb 14, 1996 to Feb 13, 2026
Feb 14, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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