Fortescue Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.21% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.4780 | 6.69 | |
| 0.0659 | 75.67 | |
| 0.9990 | 6,572.37 | |
| 5.1577 | 25.76 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
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