Metcash Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.17% (+7.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 17.44 | |
| 0.1086 | 31.13 | |
| 0.8794 | 270.09 | |
| 0.2169 | 5.22 |
Estimation Period:
Jun 17, 1994 to Feb 6, 2026
Jun 17, 1994 to Feb 6, 2026
News Impact Curve
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