Fletcher Building Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.00% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2782 | 8.35 | |
| 0.0446 | 6.01 | |
| 0.9335 | 87.85 | |
| 0.0102 | 3.02 | |
| -0.0133 | -3.03 |
Estimation Period:
Apr 2, 2001 to Feb 20, 2026
Apr 2, 2001 to Feb 20, 2026
News Impact Curve
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