Macnica Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.64% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3388 | 7.88 | |
| 0.0460 | 8.48 | |
| 0.8692 | 133.96 | |
| 0.0636 | 3.96 |
Estimation Period:
Feb 25, 2000 to Feb 13, 2026
Feb 25, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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