Fortescue Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.64% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1679 | 14.86 | |
| 0.1216 | 60.30 | |
| 0.8782 | 531.26 | |
| 0.4295 | 8.38 |
Estimation Period:
Jan 2, 1996 to Jan 30, 2026
Jan 2, 1996 to Jan 30, 2026
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