Fortescue Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.21% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0914 | 14.10 | |
| 0.0811 | 35.31 | |
| 0.9182 | 448.10 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities