Macquarie Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.08% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9100 | 9.26 | |
| 0.1064 | 5.03 | |
| 0.8386 | 31.02 | |
| -0.0019 | -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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