Medibank Pvt Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.41% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8071 | 6.36 | |
| 0.1152 | 3.35 | |
| 0.4250 | 3.58 | |
| -0.9197 | -2.12 | |
| 1.1569 | 1.81 | |
| 0.1812 | 0.53 | |
| -1.1964 | -3.86 | |
| 1.5354 | 3.57 | |
| -1.3477 | -2.23 | |
| 1.0047 | 1.63 | |
| -0.9298 | -1.23 |
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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