V-Lab: Lend Lease Group MF2-GARCH Volatility Analysis

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Lend Lease Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.58% (-0.15%)

Analysis last updated: Saturday, December 13, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0533	14.08
$β$	0.8242	132.53
$γ$	0.0592	12.01
$λ_{1}$	0.0073	3.10
$λ_{2}$	0.0133	4.29
$λ_{3}$	0.9842	263.52

Estimation Period:
Jan 1, 1990 to Dec 12, 2025

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