Macfos Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.27% (-4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2259 | 18.43 | |
| 0.5785 | 37.58 | |
| 0.0076 | 0.37 | |
| 0.0017 | 0.06 | |
| 0.0212 | 3.37 | |
| 0.9758 | 116.61 |
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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