Macpac Films Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.08% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1109 | 14.60 | |
| 0.1606 | 25.75 | |
| 0.9525 | 266.89 | |
| 0.0158 | 2.84 |
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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