Mirvac Group EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.05% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 6.53 | |
| 0.1174 | 39.07 | |
| 0.9926 | 1,668.26 | |
| -0.0443 | -10.08 |
Estimation Period:
Jun 18, 1999 to Feb 13, 2026
Jun 18, 1999 to Feb 13, 2026
News Impact Curve
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