Nick Scali Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.17% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.03 | |
| 0.8623 | 208.18 | |
| 0.1812 | 74.60 | |
| 1.4371 | 9.54 | |
| 0.3149 | 23.07 | |
| 0.4406 | 9.33 |
Estimation Period:
Oct 23, 2024 to Feb 6, 2026
Oct 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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