Macauto Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.14% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9047 | 5.69 | |
| 0.1055 | 7.65 | |
| 0.8056 | 31.45 | |
| 0.1653 | 1.58 | |
| -0.3971 | -2.55 | |
| 0.4703 | 4.84 | |
| -0.4335 | -5.24 | |
| 0.3403 | 4.16 | |
| -0.2756 | -2.84 | |
| 0.1896 | 1.83 | |
| -0.0509 | -0.63 |
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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