Mirrabooka Investments Ltd/fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.03% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 21.04 | |
| 0.2336 | 41.35 | |
| 0.9580 | 371.59 | |
| 0.0043 | 0.61 |
Estimation Period:
Jul 19, 2001 to Feb 6, 2026
Jul 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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