Metals Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.62% (-13.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3587 | 6.88 | |
| 0.1949 | 5.43 | |
| 0.6289 | 11.28 | |
| 0.1520 | 2.17 | |
| -0.2833 | -2.51 | |
| 0.3031 | 2.91 | |
| -0.3275 | -2.55 | |
| 0.3658 | 2.70 | |
| -0.3368 | -2.21 | |
| 0.0432 | 0.29 | |
| 0.0536 | 0.52 | |
| 0.1362 | 2.17 |
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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