Macquarie Group Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.21% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2020 | 16.71 | |
| 0.1062 | 20.49 | |
| 0.8384 | 126.59 |
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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