Macnica Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.32%
increased by 6.33%
1 Week
58.58%
increased by 5.59%
1 Month
56.00%
increased by 3.01%
Analysis last updated: Thursday, May 21, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9966 | 5.86 | |
| 0.0843 | 25.12 | |
| 0.9744 | 210.42 | |
| 4.4685 | 8.74 |
Estimation Period:
Feb 25, 2000 to May 15, 2026
Feb 25, 2000 to May 15, 2026
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