Fortescue Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.67% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0915 | 13.65 | |
| 0.0616 | 16.93 | |
| 0.9198 | 459.20 | |
| 0.0373 | 5.07 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fortescue Ltd Analyses
Other GJR-GARCH Analyses on International Equities