FIBI Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:48.18% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 18.38 | |
| 0.0397 | 19.30 | |
| 0.9268 | 479.45 | |
| 0.0461 | 9.24 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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