Macnica Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
45.66%
decreased by 4.57%
1 Week
43.92%
decreased by 6.31%
1 Month
40.72%
decreased by 9.51%
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 | |
|---|---|---|
| 2.0925 | 9.28 | |
| 0.1190 | 6.11 | |
| 0.7381 | 16.96 | |
| 0.0262 | 3.95 | |
| -0.0299 | -2.79 | |
| 0.0040 | 0.64 |
Estimation Period:
Feb 25, 2000 to Jun 5, 2026
Feb 25, 2000 to Jun 5, 2026
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