V-Lab
Fletcher Building Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.61% (-0.33%)
Analysis last updated: Thursday, May 2, 2024 at 04:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 16.11 | |
| 0.0409 | 22.41 | |
| 0.9444 | 413.30 |
Estimation Period:
Apr 2, 2001 to Apr 26, 2024
Apr 2, 2001 to Apr 26, 2024
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