Macpac Films Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.26% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9888 | 11.37 | |
| 0.1538 | 7.91 | |
| 0.6882 | 12.83 | |
| 0.0699 | 4.25 | |
| -0.1421 | -5.33 | |
| 0.1610 | 4.72 |
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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