V-Lab: Fortescue Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Fortescue Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.23% (-0.53%)

Analysis last updated: Saturday, May 11, 2024 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1895	10.18
$α$	0.0807	23.07
$β$	0.9046	425.31
$γ$	0.1108	9.86
$δ$	2.3637	34.77

Estimation Period:
Jan 2, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts