Fletcher Building Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.23% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 6.51 | |
| 0.0835 | 21.60 | |
| 0.9902 | 850.65 | |
| -0.0237 | -4.80 |
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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