Fletcher Building Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.99% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0650 | 17.27 | |
| 0.8152 | 65.29 | |
| 0.0368 | 5.44 | |
| 0.0503 | 1.45 | |
| 0.0536 | 1.77 | |
| 0.9314 | 22.85 |
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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