Macfos Limited GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.39% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0935 | 13.87 | |
| 0.2981 | 20.11 | |
| 0.5768 | 37.73 |
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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