Macquarie Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.13% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5815 | 8.40 | |
| 0.0744 | 17.16 | |
| 0.9596 | 190.71 | |
| 5.5582 | 3.67 |
Estimation Period:
Mar 4, 2014 to Feb 13, 2026
Mar 4, 2014 to Feb 13, 2026
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