Fletcher Building Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.27% (+5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0379 | 8.15 | |
| 0.7827 | 45.93 | |
| 0.0559 | 9.21 | |
| 0.0279 | 0.66 | |
| 0.0223 | 1.17 | |
| 0.9680 | 29.73 |
Estimation Period:
Apr 2, 2001 to Feb 6, 2026
Apr 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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