Mirrabooka Investments Ltd/fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1264 | 24.98 | |
| 0.7800 | 80.80 | |
| -0.0003 | -0.03 | |
| 0.0041 | 3.10 | |
| 0.0204 | 7.08 | |
| 0.9781 | 306.72 |
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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