Magellan Financial Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.99% (+8.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0867 | 11.03 | |
| 0.7200 | 25.58 | |
| 0.0286 | 2.40 | |
| 0.0539 | 1.16 | |
| 0.0284 | 1.79 | |
| 0.9653 | 51.11 |
Estimation Period:
Jul 1, 2004 to Feb 6, 2026
Jul 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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