V-Lab: Fletcher Building Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fletcher Building Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.60% (+0.24%)

Analysis last updated: Saturday, April 27, 2024 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2991	7.69
$α$	0.0468	5.86
$β$	0.9315	83.94
$γ_{1}$	0.0108	2.49
$γ_{2}$	-0.0137	-2.45

Estimation Period:
Apr 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts