Fletcher Building Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.71% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 8.76 | |
| 0.0141 | 11.53 | |
| 0.9688 | 497.61 | |
| 0.0193 | 7.12 |
Estimation Period:
Apr 2, 2001 to Jan 30, 2026
Apr 2, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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