Mirrabooka Investments Ltd/fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.96% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9698 | 7.82 | |
| 0.1241 | 8.61 | |
| 0.7990 | 28.08 | |
| 0.0003 | 0.02 | |
| -0.0162 | -0.98 | |
| 0.0365 | 3.02 | |
| -0.0685 | -3.98 |
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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