Fletcher Building Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.31% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 13.57 | |
| 0.0334 | 20.47 | |
| 0.9561 | 453.58 |
Estimation Period:
Apr 2, 2001 to Feb 13, 2026
Apr 2, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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