Macquarie Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.16% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 9.79 | |
| 0.1679 | 20.85 | |
| 0.9544 | 283.72 | |
| -0.0891 | -10.94 |
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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