Fletcher Building Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.00% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 11.28 | |
| 0.1118 | 20.77 | |
| 0.9822 | 692.16 | |
| -0.0296 | -6.96 |
Estimation Period:
Mar 14, 1996 to Feb 5, 2026
Mar 14, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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