Macro Group Pharmaceuticals Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.56% (-9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6762 | 6,762,330.00 | |
| 0.4524 | 4,523,650.00 | |
| 0.5404 | 5,404,260.00 | |
| 7,111.5250 | 71,115,250,000.00 | |
| -10,306.6000 | -103,066,000,000.00 | |
| 3,643.7300 | 36,437,300,000.00 | |
| -452.2153 | -4,522,153,000.00 | |
| 8.5533 | 85,532,530.00 | |
| 61.9153 | 619,153,100.00 | |
| -157.7436 | -1,577,436,000.00 | |
| 169.2735 | 1,692,735,000.00 | |
| -108.2110 | -1,082,110,000.00 |
Estimation Period:
Apr 6, 2021 to Feb 5, 2026
Apr 6, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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