Metals Australia Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.36% (-12.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3638 | 7.11 | |
| 0.1994 | 5.46 | |
| 0.6057 | 10.75 | |
| 0.1678 | 2.46 | |
| -0.3105 | -2.82 | |
| 0.3236 | 3.19 | |
| -0.3450 | -2.77 | |
| 0.3848 | 2.95 | |
| -0.3628 | -2.51 | |
| 0.0922 | 0.64 | |
| -0.0582 | -0.52 | |
| 0.4214 | 3.17 |
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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