Macmahon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.88% (+16.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5878 | 20.97 | |
| 0.0702 | 15.19 | |
| 0.8513 | 205.18 | |
| 0.0918 | 8.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Macmahon Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities