Mirvac Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.74% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6429 | 5.92 | |
| 0.0800 | 7.38 | |
| 0.8953 | 73.47 | |
| 0.0904 | 4.03 | |
| -0.1559 | -4.74 | |
| 0.0885 | 3.90 | |
| -0.0187 | -1.02 | |
| -0.0114 | -0.92 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
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