Fortescue Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.30% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 8.21 | |
| 0.1247 | 34.02 | |
| 1.0000 | 3,003.00 | |
| -0.0293 | -7.74 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
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