Mirvac Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.27% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 14.41 | |
| 0.0701 | 37.29 | |
| 0.9284 | 574.83 |
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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