Magellan Financial Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.76% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2997 | 0.01 | |
| 0.4152 | 0.27 | |
| 0.5752 | 1.10 | |
| 1,008.9440 | 4.93 | |
| -1,667.9980 | -5.72 | |
| 939.7161 | 8.87 | |
| -366.4273 | -7.12 | |
| 108.1730 | 2.50 | |
| -16.5942 | -0.15 | |
| -22.4827 | -0.13 | |
| 32.9791 | 0.19 | |
| -34.2466 | -0.19 | |
| 27.7041 | 0.19 |
Estimation Period:
Aug 14, 2019 to Feb 6, 2026
Aug 14, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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