Myer Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:71.42% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.05 | |
| -0.0067 | -0.01 | |
| 0.9995 | 251.43 | |
| -0.0236 | -0.01 |
Estimation Period:
Nov 2, 2009 to Feb 13, 2026
Nov 2, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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