Fortescue Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.01% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 13.69 | |
| 0.0615 | 16.93 | |
| 0.9199 | 460.16 | |
| 0.0372 | 5.07 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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