V-Lab: Fletcher Building Ltd APARCH Volatility Analysis

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V-Lab

Fletcher Building Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:29.84% (+0.54%)

Analysis last updated: Thursday, May 9, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0227	12.50
$α$	0.0476	20.70
$β$	0.9520	403.39
$γ$	0.2074	5.97
$δ$	1.1872	22.06

Estimation Period:
Apr 2, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts