Virgin Australia Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:145.57% (+129.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5000 | 119.39 | |
| 0.4758 | 146.34 | |
| -0.5000 | -118.96 | |
| 0.0000 | 0.00 | |
| 0.9721 | 17.45 | |
| 0.0276 | 0.43 |
Estimation Period:
Jun 24, 2025 to Feb 6, 2026
Jun 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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