Metals Australia Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:70.73% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2965 | 20.98 | |
| 0.3563 | 17.64 | |
| -0.0994 | -4.57 | |
| 0.1915 | 0.98 | |
| 0.0328 | 3.55 | |
| 0.9661 | 100.28 |
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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