Fletcher Building Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.91% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1244 | 21.69 | |
| 0.0709 | 34.99 | |
| 0.8875 | 392.89 | |
| 0.3834 | 5.55 |
Estimation Period:
Apr 2, 2001 to Feb 6, 2026
Apr 2, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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