Fortescue Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.77% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 14.05 | |
| 0.0812 | 35.31 | |
| 0.9181 | 448.09 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities