Mirvac Group EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.54% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 6.56 | |
| 0.1178 | 39.30 | |
| 0.9925 | 1,648.70 | |
| -0.0452 | -10.32 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
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