Fortescue Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:32.51% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 14.10 | |
| 0.0811 | 35.31 | |
| 0.9182 | 448.10 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
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