Mirvac Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.87% (+4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6453 | 5.88 | |
| 0.0793 | 7.41 | |
| 0.8967 | 75.19 | |
| 0.0909 | 4.01 | |
| -0.1567 | -4.72 | |
| 0.0890 | 3.87 | |
| -0.0197 | -1.07 | |
| -0.0100 | -0.80 |
Estimation Period:
Jun 18, 1999 to Feb 6, 2026
Jun 18, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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