V-Lab: Mirvac Group MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Mirvac Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:24.22% (-0.76%)

Analysis last updated: Saturday, December 13, 2025 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0220	11.18
$β$	0.9031	329.24
$γ$	0.0717	17.23
$λ_{1}$	0.1384	16.81
$λ_{2}$	0.9607	98.62
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 18, 1999 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts