Repco Home Finance Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.35% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0963 | 10.76 | |
| 0.7032 | 39.45 | |
| 0.0436 | 3.27 | |
| 0.0134 | 1.04 | |
| 0.0067 | 1.87 | |
| 0.9914 | 205.77 |
Estimation Period:
Apr 15, 2013 to Feb 6, 2026
Apr 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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