Macquarie Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.77% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1161 | 19.20 | |
| 0.1099 | 30.53 | |
| 0.8543 | 204.28 |
Estimation Period:
Jul 29, 1996 to Feb 6, 2026
Jul 29, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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