Macfarlane Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.87% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2685 | 8.29 | |
| 0.5392 | 6.96 | |
| 0.3769 | 11.12 | |
| -0.5385 | -6.85 |
Estimation Period:
Aug 13, 2020 to Feb 6, 2026
Aug 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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