Macauto Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.00% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1060 | 16.60 | |
| 0.0794 | 17.79 | |
| 0.8949 | 273.91 | |
| 0.0025 | 0.34 |
Estimation Period:
Jul 26, 2004 to Feb 6, 2026
Jul 26, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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