Macquarie Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.76% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9269 | 10.06 | |
| 0.1065 | 5.05 | |
| 0.8387 | 31.17 | |
| -0.0005 | -0.41 |
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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