Macpac Films Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.50% (-3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9733 | 9.30 | |
| 0.1242 | 6.74 | |
| 0.7918 | 19.53 | |
| 0.0517 | 2.65 | |
| -0.0977 | -3.30 | |
| 0.0653 | 3.87 |
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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