Metcash Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (+7.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 17.04 | |
| 0.0982 | 28.06 | |
| 0.8909 | 267.86 |
Estimation Period:
Jun 17, 1994 to Feb 6, 2026
Jun 17, 1994 to Feb 6, 2026
News Impact Curve
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