Maguro Group PCL EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.92% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2837 | 6.32 | |
| 0.2385 | 8.85 | |
| 0.8723 | 42.80 | |
| 0.0048 | 0.17 |
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Jun 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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