V-Lab: Mirvac Group MF2-GARCH Volatility Analysis

V-Lab

Mirvac Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:19.65% (-0.41%)

Analysis last updated: Sunday, May 11, 2025 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0232	11.61
$β$	0.9019	325.59
$γ$	0.0727	17.03
$λ_{1}$	0.1373	17.65
$λ_{2}$	0.9631	104.15
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 18, 1999 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts