Myer Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.64% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 6.94 | |
| 0.0180 | 13.38 | |
| 0.9787 | 625.37 | |
| 0.2145 | 1.79 |
Estimation Period:
Nov 2, 2009 to Jan 30, 2026
Nov 2, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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