V-Lab: Mirvac Group Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Mirvac Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:24.52% (-0.73%)

Analysis last updated: Tuesday, June 3, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6410	5.92
$α$	0.0799	7.24
$β$	0.8953	72.44
$γ_{1}$	0.0940	4.05
$γ_{2}$	-0.1575	-4.58
$γ_{3}$	0.0788	3.26
$γ_{4}$	-0.0018	-0.09
$γ_{5}$	-0.0253	-1.91

Estimation Period:
Jun 18, 1999 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts