V-Lab
Fortescue Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.44% (+2.10%)
Analysis last updated: Friday, May 3, 2024 at 05:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 13.42 | |
| 0.0870 | 34.63 | |
| 0.9130 | 406.32 |
Estimation Period:
Jan 2, 1996 to Apr 26, 2024
Jan 2, 1996 to Apr 26, 2024