Fletcher Building Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.68% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 13.29 | |
| 0.0337 | 13.21 | |
| 0.9348 | 309.14 | |
| 0.0318 | 5.82 |
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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