Fletcher Building Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.44% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 8.81 | |
| 0.0142 | 11.60 | |
| 0.9687 | 498.03 | |
| 0.0194 | 7.10 |
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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