F.I.T Group Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.48% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4442 | 17.91 | |
| 0.1500 | 16.58 | |
| 0.7948 | 135.60 | |
| 0.0144 | 0.84 |
Estimation Period:
Jun 24, 2015 to Feb 6, 2026
Jun 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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