V-Lab
Fletcher Building Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:29.90% (+1.26%)
Analysis last updated: Thursday, April 18, 2024 at 08:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 7.38 | |
| 0.0899 | 21.60 | |
| 0.9891 | 833.25 | |
| -0.0209 | -3.92 |
Estimation Period:
Apr 2, 2001 to Apr 12, 2024
Apr 2, 2001 to Apr 12, 2024
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