Fortescue Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.06% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1672 | 14.91 | |
| 0.1213 | 60.36 | |
| 0.8784 | 534.00 | |
| 0.4235 | 8.28 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities