Fortescue Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.81% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0649 | 10.85 | |
| 0.9160 | 142.76 | |
| 0.0382 | 8.45 | |
| 9.2501 | 13.57 | |
| 0.0000 | 0.01 | |
| 0.9963 | 914.08 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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