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V-Lab

Mainfreight Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.12% (-0.34%)
Analysis last updated: Friday, February 6, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mainfreight Ltd SGARCH
paramt-stat
ω0.78587.87
α0.09646.97
β0.816231.31
γ1-0.1069-2.09
γ20.07190.84
γ30.07340.98
γ4-0.0589-0.86
γ50.03010.50
γ6-0.0268-0.50
γ70.13752.90
γ8-0.2920-5.72
γ90.39324.99
Estimation Period:
Jun 14, 1996 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts