REA Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.99% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0948 | 16.69 | |
| 0.6771 | 50.02 | |
| 0.0484 | 6.37 | |
| 0.0153 | 1.96 | |
| 0.0178 | 3.80 | |
| 0.9787 | 158.54 |
Estimation Period:
Dec 1, 1999 to Feb 13, 2026
Dec 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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