Mirvac Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.34% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 14.60 | |
| 0.0717 | 37.18 | |
| 0.9268 | 560.35 |
Estimation Period:
Jun 18, 1999 to Feb 20, 2026
Jun 18, 1999 to Feb 20, 2026
News Impact Curve
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