Mirvac Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.82% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 14.39 | |
| 0.0344 | 17.37 | |
| 0.9368 | 741.16 | |
| 0.0523 | 11.49 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate