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

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Mirvac Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:25.05% (-0.45%)

Analysis last updated: Friday, December 12, 2025 at 08:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6420	5.91
$α$	0.0779	7.31
$β$	0.8979	75.68
$γ_{1}$	0.0918	4.04
$γ_{2}$	-0.1570	-4.70
$γ_{3}$	0.0861	3.70
$γ_{4}$	-0.0137	-0.74
$γ_{5}$	-0.0157	-1.25

Estimation Period:
Jun 18, 1999 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts