Mirvac Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.40% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 10.85 | |
| 0.0728 | 40.43 | |
| 0.9243 | 584.65 | |
| 0.2495 | 7.99 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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