Macnica Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
53.09%
decreased by 4.22%
1 Week
52.60%
decreased by 4.71%
1 Month
50.90%
decreased by 6.41%
Analysis last updated: Friday, June 12, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0140 | 5.87 | |
| 0.0844 | 25.17 | |
| 0.9746 | 211.78 | |
| 4.4871 | 8.72 |
Estimation Period:
Feb 25, 2000 to Jun 5, 2026
Feb 25, 2000 to Jun 5, 2026
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