Macro Metals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:121.33% (-5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7878 | 12.14 | |
| 0.0932 | 12.92 | |
| 0.8775 | 148.56 | |
| 0.0005 | 0.05 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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