Macnica Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
50.78%
decreased by 2.66%
1 Week
49.82%
decreased by 3.62%
1 Month
46.97%
decreased by 6.47%
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 | |
|---|---|---|
| 0.3436 | 8.04 | |
| 0.0485 | 8.65 | |
| 0.8681 | 132.17 | |
| 0.0602 | 3.73 |
Estimation Period:
Feb 25, 2000 to Jun 5, 2026
Feb 25, 2000 to Jun 5, 2026
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