Metcash Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.63% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 17.45 | |
| 0.1085 | 31.16 | |
| 0.8795 | 270.62 | |
| 0.2169 | 5.23 |
Estimation Period:
Jun 17, 1994 to Feb 13, 2026
Jun 17, 1994 to Feb 13, 2026
News Impact Curve
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