Mirvac Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.70% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 11.02 | |
| 0.0717 | 40.38 | |
| 0.9254 | 592.82 | |
| 0.2417 | 7.62 |
Estimation Period:
Jun 18, 1999 to Feb 6, 2026
Jun 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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