Fortescue Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.9725 | 6.69 | |
| 0.0659 | 75.73 | |
| 0.9990 | 6,572.37 | |
| 5.1530 | 25.88 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
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