Myer Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.42% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 6.95 | |
| 0.0180 | 13.38 | |
| 0.9787 | 624.95 | |
| 0.2147 | 1.79 |
Estimation Period:
Nov 2, 2009 to Feb 6, 2026
Nov 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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