Fortescue Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.29% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0650 | 7.12 | |
| 0.9151 | 88.85 | |
| 0.0396 | 7.77 | |
| 9.1853 | 11.29 | |
| 0.0000 | 0.02 | |
| 0.9970 | 921.44 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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