Myer Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:75.50% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.16 | |
| -0.0082 | -0.08 | |
| 0.9993 | 76,872.08 | |
| -0.0220 | -0.05 |
Estimation Period:
Nov 2, 2009 to Feb 20, 2026
Nov 2, 2009 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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