Metcash Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.45% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 17.03 | |
| 0.0979 | 28.07 | |
| 0.8913 | 268.94 |
Estimation Period:
Jun 17, 1994 to Feb 20, 2026
Jun 17, 1994 to Feb 20, 2026
News Impact Curve
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