Macpac Films Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.71% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7226 | 20.68 | |
| 0.1454 | 39.28 | |
| 0.7732 | 123.86 | |
| -0.0358 | -0.50 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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