Mirvac Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.62% (+6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0246 | 12.24 | |
| 0.8986 | 306.69 | |
| 0.0713 | 16.46 | |
| 0.1402 | 16.92 | |
| 0.9575 | 98.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 1999 to Feb 6, 2026
Jun 18, 1999 to Feb 6, 2026
News Impact Curve
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