Macfos Limited EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.04% (+6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4607 | 13.19 | |
| 0.4631 | 20.88 | |
| 0.8253 | 62.78 | |
| 0.0009 | 0.04 |
Estimation Period:
Mar 1, 2023 to Feb 6, 2026
Mar 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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