V-Lab: Mirvac Group GAS-GARCH Student T Volatility Analysis

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Mirvac Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:23.23% (-0.36%)

Analysis last updated: Friday, December 12, 2025 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4168	6.79
$α$	0.0582	41.20
$β$	0.9952	1,461.41
$ν$	8.4348	6.04

Estimation Period:
Jun 18, 1999 to Dec 5, 2025