C W Mackie Plc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.75% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2290 | 10.15 | |
| 0.0502 | 21.06 | |
| 0.9297 | 383.70 | |
| 0.2316 | 0.85 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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