Macquarie Group Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.21% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1227 | 12.06 | |
| 0.0860 | 20.66 | |
| 0.8764 | 154.27 | |
| 0.4577 | 10.35 | |
| 1.4694 | 20.16 |
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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