Magellan Financial Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.06% (+42.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2997 | 2,996,920.00 | |
| 0.8250 | 8,250,070.00 | |
| 0.1750 | 1,749,890.00 | |
| 12.6827 | 126,826,700.00 | |
| -29.2804 | -292,803,900.00 | |
| 24.0206 | 240,205,500.00 | |
| -12.7085 | -127,085,100.00 | |
| 7.2726 | 72,726,410.00 | |
| -2.7273 | -27,273,080.00 | |
| 1.7809 | 17,809,300.00 | |
| -1.8348 | -18,348,090.00 | |
| 0.9826 | 9,825,580.00 |
Estimation Period:
Aug 14, 2019 to Feb 6, 2026
Aug 14, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Magellan Financial Group Ltd Analyses
Other Spline-GARCH Analyses on International Equities