McMillan Shakespeare Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.11% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9898 | 22.26 | |
| 0.1930 | 21.23 | |
| 0.6235 | 49.87 |
Estimation Period:
Mar 15, 2004 to Feb 13, 2026
Mar 15, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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