Mirvac Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.52% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3975 | 6.72 | |
| 0.0588 | 41.09 | |
| 0.9951 | 1,399.55 | |
| 8.3870 | 6.06 |
Estimation Period:
Jun 18, 1999 to Feb 6, 2026
Jun 18, 1999 to Feb 6, 2026
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