Mirvac Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.56% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0247 | 12.30 | |
| 0.8982 | 308.24 | |
| 0.0725 | 16.69 | |
| 0.1397 | 17.15 | |
| 0.9603 | 99.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
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