Myer Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:71.97% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.02 | |
| -0.0067 | -0.02 | |
| 0.9995 | 1,091.16 | |
| -0.0245 | -0.02 |
Estimation Period:
Nov 2, 2009 to Jan 30, 2026
Nov 2, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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