Macnica Holdings Inc MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.39%
increased by 9.82%
1 Week
51.29%
increased by 4.72%
1 Month
48.44%
increased by 1.87%
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 | |
|---|---|---|
| 26 | ||
| 0.0984 | 9.53 | |
| 0.4712 | 8.08 | |
| 0.0810 | 6.98 | |
| 1.1832 | 0.49 | |
| 0.1638 | 0.33 | |
| 0.6331 | 0.68 |
Estimation Period:
Feb 25, 2000 to May 15, 2026
Feb 25, 2000 to May 15, 2026
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