Mirrabooka Investments Ltd/fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.80% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9276 | 5.10 | |
| 0.1299 | 8.84 | |
| 0.7715 | 25.39 | |
| -0.0441 | -0.53 | |
| 0.1143 | 0.97 | |
| -0.1884 | -2.60 | |
| 0.1994 | 3.17 | |
| -0.1266 | -2.50 | |
| 0.1134 | 2.38 | |
| -0.1729 | -3.51 | |
| 0.1695 | 4.63 |
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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