Fletcher Building Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.82% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 8.79 | |
| 0.0141 | 11.57 | |
| 0.9687 | 497.54 | |
| 0.0193 | 7.10 |
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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