Fortescue Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.22% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 8.19 | |
| 0.1247 | 34.00 | |
| 1.0000 | 3,003.00 | |
| -0.0293 | -7.75 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities