Macpac Films Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.98% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 12.92 | |
| 0.0936 | 27.98 | |
| 0.8702 | 157.22 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Macpac Films Ltd Analyses
Other GARCH Analyses on International Equities