Suncorp Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.07% (-3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1322 | 26.19 | |
| 0.5906 | 40.10 | |
| 0.0615 | 7.57 | |
| 0.1182 | 1.24 | |
| 0.1938 | 1.32 | |
| 0.7549 | 4.00 |
Estimation Period:
May 18, 1990 to Feb 13, 2026
May 18, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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