Macnica Holdings Inc MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
47.43%
decreased by 5.70%
1 Week
47.46%
decreased by 5.67%
1 Month
45.77%
decreased by 7.36%
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 | |
|---|---|---|
| 26 | ||
| 0.0984 | 9.53 | |
| 0.4710 | 8.08 | |
| 0.0809 | 6.99 | |
| 1.1865 | 0.48 | |
| 0.1644 | 0.33 | |
| 0.6321 | 0.67 |
Estimation Period:
Feb 25, 2000 to Jun 5, 2026
Feb 25, 2000 to Jun 5, 2026
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