V-Lab
Fortescue Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:26.75% (-0.97%)
Analysis last updated: Friday, April 19, 2024 at 07:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 8.24 | |
| 0.1325 | 33.08 | |
| 1.0000 | 2762.43 | |
| -0.0304 | -7.52 |
Estimation Period:
Jan 2, 1996 to Apr 12, 2024
Jan 2, 1996 to Apr 12, 2024