Macnica Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
52.90%
increased by 5.23%
1 Week
49.61%
increased by 1.94%
1 Month
43.37%
decreased by 4.30%
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 | |
|---|---|---|
| 2.0952 | 9.29 | |
| 0.1200 | 6.12 | |
| 0.7350 | 16.72 | |
| 0.0263 | 3.96 | |
| -0.0300 | -2.80 | |
| 0.0040 | 0.64 |
Estimation Period:
Feb 25, 2000 to May 15, 2026
Feb 25, 2000 to May 15, 2026
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