SKYCITY Entertainment Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:45.08% (+9.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1643 | 14.23 | |
| 0.6295 | 36.22 | |
| -0.0359 | -2.57 | |
| 0.0293 | 1.49 | |
| 0.0228 | 2.01 | |
| 0.9684 | 60.99 |
Estimation Period:
May 13, 1999 to Feb 13, 2026
May 13, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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