Macpac Films Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.91% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4206 | 6.79 | |
| 0.0865 | 20.32 | |
| 0.8663 | 147.03 | |
| -0.0397 | -2.64 | |
| 2.3110 | 19.20 |
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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