Metals Australia Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.43% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8160 | 8.73 | |
| 0.0719 | 28.18 | |
| 0.9246 | 370.29 | |
| 1.1639 | 3.68 |
Estimation Period:
Jan 3, 1996 to Feb 6, 2026
Jan 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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