Fletcher Building Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.91% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1240 | 21.66 | |
| 0.0708 | 35.03 | |
| 0.8878 | 394.05 | |
| 0.3837 | 5.55 |
Estimation Period:
Apr 2, 2001 to Feb 13, 2026
Apr 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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