Macrogen Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.49% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3782 | 5.52 | |
| 0.1356 | 8.52 | |
| 0.8115 | 36.41 | |
| 0.0193 | 0.20 | |
| -0.0526 | -0.32 | |
| 0.0824 | 0.63 | |
| -0.0687 | -0.70 | |
| -0.0462 | -0.62 | |
| 0.1894 | 2.72 | |
| -0.2477 | -2.95 | |
| 0.3423 | 2.48 | |
| -0.8375 | -2.30 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
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