Fletcher Building Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.68% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2793 | 8.33 | |
| 0.0447 | 6.01 | |
| 0.9333 | 87.58 | |
| 0.0103 | 3.01 | |
| -0.0133 | -3.03 |
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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