MPR Australia Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:147.60% (-7.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1532 | 11.43 | |
| 0.1490 | 22.93 | |
| 0.9695 | 359.33 | |
| -0.0371 | -4.62 |
Estimation Period:
Jan 9, 1990 to Dec 5, 2025
Jan 9, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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