Macquarie Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.13% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 13.93 | |
| 0.0323 | 8.07 | |
| 0.8663 | 157.67 | |
| 0.1035 | 7.78 |
Estimation Period:
Mar 4, 2014 to Feb 13, 2026
Mar 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Macquarie Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities