Southern Cross Media Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:49.48% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0693 | 9.84 | |
| 0.8510 | 70.28 | |
| 0.0220 | 2.82 | |
| 0.0924 | 1.81 | |
| 0.0159 | 2.33 | |
| 0.9729 | 80.25 |
Estimation Period:
Nov 9, 2006 to Feb 13, 2026
Nov 9, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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