Southern Cross Media Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.45% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0696 | 9.81 | |
| 0.8494 | 68.15 | |
| 0.0215 | 2.75 | |
| 0.0978 | 1.78 | |
| 0.0170 | 2.25 | |
| 0.9711 | 72.97 |
Estimation Period:
Nov 9, 2006 to Feb 6, 2026
Nov 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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