Macfos Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.20% (-3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0667 | 13.51 | |
| 0.2857 | 11.72 | |
| 0.5794 | 37.48 | |
| 0.0261 | 0.45 |
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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