Fletcher Building Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.63% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2785 | 8.34 | |
| 0.0446 | 6.01 | |
| 0.9334 | 87.77 | |
| 0.0102 | 3.01 | |
| -0.0133 | -3.03 |
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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