Macquarie Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.53% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0146 | 2.77 | |
| 0.6755 | 22.32 | |
| 0.1644 | 16.25 | |
| 0.4203 | 0.61 | |
| 0.1690 | 0.68 | |
| 0.7102 | 1.60 |
Estimation Period:
Mar 4, 2014 to Feb 20, 2026
Mar 4, 2014 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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