Macrogen Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.09% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4802 | 7.85 | |
| 0.1297 | 8.48 | |
| 0.8099 | 42.70 | |
| 0.0183 | 1.35 | |
| -0.0335 | -1.62 | |
| 0.0338 | 2.22 | |
| -0.0260 | -2.01 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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