V-Lab
Mirvac Group EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:22.18% (-0.46%)
Analysis last updated: Tuesday, November 12, 2024 at 07:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 6.48 | |
| 0.1206 | 39.15 | |
| 0.9925 | 1619.05 | |
| -0.0461 | -10.07 |
Estimation Period:
Jun 18, 1999 to Nov 8, 2024
Jun 18, 1999 to Nov 8, 2024