Mirvac Group AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.35% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 11.02 | |
| 0.0716 | 40.44 | |
| 0.9255 | 594.40 | |
| 0.2414 | 7.61 |
Estimation Period:
Jun 18, 1999 to Feb 13, 2026
Jun 18, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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