MPR Australia Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:148.68% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2582 | 13.07 | |
| 0.0735 | 24.77 | |
| 0.9112 | 280.20 |
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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