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

V-Lab

Mirvac Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.15% (-0.61%)

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
$ω$	0.5599	5.08
$α$	0.0837	6.69
$β$	0.8919	68.78
$γ_{1}$	0.0405	2.29
$γ_{2}$	-0.0845	-3.50
$γ_{3}$	0.0749	5.45
$γ_{4}$	-0.0436	-4.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts