Macpac Films Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.86% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3087 | 12.89 | |
| 0.0979 | 15.55 | |
| 0.8751 | 165.70 | |
| -0.0171 | -1.70 |
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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