Macquarie Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.90% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 12.38 | |
| 0.1041 | 24.27 | |
| 0.8346 | 139.89 | |
| 0.8200 | 13.53 |
Estimation Period:
Mar 4, 2014 to Feb 13, 2026
Mar 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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