V-Lab: Mirvac Group MF2-GARCH Volatility Analysis

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V-Lab

Mirvac Group MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.19% (-0.76%)

Analysis last updated: Wednesday, May 1, 2024 at 03:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0183	8.21
$β$	0.8943	251.49
$γ$	0.0772	17.06
$λ_{1}$	0.1325	0.36
$λ_{2}$	0.9645	0.35
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 18, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts