V-Lab
Fortescue Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.74% (-0.01%)
Analysis last updated: Thursday, May 2, 2024 at 04:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 8.24 | |
| 0.1323 | 33.13 | |
| 1.0000 | 2762.43 | |
| -0.0304 | -7.52 |
Estimation Period:
Jan 2, 1996 to Apr 26, 2024
Jan 2, 1996 to Apr 26, 2024