Fortescue Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.27% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 8.18 | |
| 0.1247 | 33.99 | |
| 1.0000 | 2,994.01 | |
| -0.0293 | -7.74 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
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