McMillan Shakespeare Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.59% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9903 | 22.24 | |
| 0.1934 | 21.24 | |
| 0.6231 | 49.81 |
Estimation Period:
Mar 15, 2004 to Feb 6, 2026
Mar 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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