Fletcher Building Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.40% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 16.13 | |
| 0.0586 | 22.43 | |
| 0.9239 | 286.31 |
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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