Medibank Pvt Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.12% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8084 | 6.23 | |
| 0.1110 | 3.19 | |
| 0.4703 | 3.98 | |
| -0.9224 | -2.10 | |
| 1.1624 | 1.80 | |
| 0.1702 | 0.49 | |
| -1.1723 | -3.74 | |
| 1.4922 | 3.45 | |
| -1.2568 | -2.10 | |
| 0.7799 | 1.44 | |
| -0.2959 | -1.07 |
Estimation Period:
Nov 25, 2014 to Feb 6, 2026
Nov 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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