Southern Cross Electrical Engineering Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.16% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1032 | 14.42 | |
| 0.5303 | 24.09 | |
| 0.0862 | 5.57 | |
| 0.0666 | 0.81 | |
| 0.0184 | 1.86 | |
| 0.9730 | 53.58 |
Estimation Period:
Nov 28, 2007 to Feb 6, 2026
Nov 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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