Macfos Limited AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.07% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6593 | 18.15 | |
| 0.3485 | 24.78 | |
| 0.4941 | 46.83 | |
| 0.1011 | 1.05 |
Estimation Period:
Mar 1, 2023 to Feb 6, 2026
Mar 1, 2023 to Feb 6, 2026
News Impact Curve
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