Fortescue Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.52% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1669 | 14.86 | |
| 0.1214 | 60.36 | |
| 0.8784 | 533.31 | |
| 0.4248 | 8.30 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
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