V-Lab
V-Lab

Fortescue Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:36.04% (-1.73%)

Analysis last updated: Wednesday, March 27, 2024 at 08:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fortescue Ltd S0GARCH
paramt-stat
ω1.11673.37
α0.12389.26
β0.807644.92
γ1-0.1766-1.09
γ20.00320.01
γ30.39942.86
γ4-0.3420-2.60
γ50.13411.25
γ60.13891.27
γ7-0.4024-3.70
γ80.45974.96
γ9-0.3583-4.01
γ100.20443.04
Estimation Period:
Jan 2, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts