Lend Lease Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.27% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0529 | 14.07 | |
| 0.8242 | 132.07 | |
| 0.0592 | 12.05 | |
| 0.0073 | 3.07 | |
| 0.0134 | 4.27 | |
| 0.9841 | 260.21 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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