Macnica Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.42%
increased by 6.51%
1 Week
51.33%
increased by 5.42%
1 Month
48.06%
increased by 2.15%
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 | |
|---|---|---|
| 0.3430 | 8.02 | |
| 0.0480 | 8.62 | |
| 0.8683 | 132.61 | |
| 0.0608 | 3.78 |
Estimation Period:
Feb 25, 2000 to May 15, 2026
Feb 25, 2000 to May 15, 2026
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