Metcash Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.96% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 16.97 | |
| 0.0988 | 28.16 | |
| 0.8906 | 267.76 |
Estimation Period:
Jun 17, 1994 to Jan 30, 2026
Jun 17, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities