Fortescue Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 14.00 | |
| 0.0812 | 35.31 | |
| 0.9181 | 447.87 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
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