Origin Property PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.15% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0705 | 13.60 | |
| 0.8606 | 48.90 | |
| 0.0226 | 3.46 | |
| 0.6411 | 0.60 | |
| 0.0692 | 0.48 | |
| 0.8317 | 2.65 |
Estimation Period:
Oct 7, 2015 to Feb 6, 2026
Oct 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Origin Property PCL Analyses
Other MF2-GARCH Analyses on International Equities