Fletcher Building Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4633 | 5.39 | |
| 0.0393 | 31.40 | |
| 0.9923 | 719.55 | |
| 5.6551 | 6.37 |
Estimation Period:
Apr 2, 2001 to Feb 6, 2026
Apr 2, 2001 to Feb 6, 2026
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