Fletcher Building Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.18% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1236 | 21.65 | |
| 0.0706 | 35.05 | |
| 0.8881 | 395.42 | |
| 0.3836 | 5.54 |
Estimation Period:
Apr 2, 2001 to Feb 20, 2026
Apr 2, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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