Macfarlane Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.54% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5189 | 4.94 | |
| 0.1618 | 3.63 | |
| 0.5623 | 3.62 | |
| -0.6692 | -2.48 | |
| 0.6134 | 1.45 | |
| 0.2361 | 0.81 | |
| -0.1376 | -0.49 | |
| -0.2189 | -0.63 | |
| 0.3422 | 1.04 | |
| -0.1623 | -0.63 | |
| -0.2852 | -1.22 | |
| 0.6472 | 2.46 | |
| -0.5268 | -2.20 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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