Metcash Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.39% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 17.44 | |
| 0.1083 | 31.14 | |
| 0.8798 | 271.20 | |
| 0.2161 | 5.20 |
Estimation Period:
Jun 17, 1994 to Feb 20, 2026
Jun 17, 1994 to Feb 20, 2026
News Impact Curve
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