Fabrinet GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:110.42% (+18.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2246 | 16.00 | |
| 0.1406 | 13.26 | |
| 0.6969 | 50.16 | |
| 0.1812 | 7.23 |
Estimation Period:
Jun 25, 2010 to Feb 6, 2026
Jun 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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