Macfos Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.24% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0369 | 5.36 | |
| 0.2682 | 4.78 | |
| 0.5071 | 5.23 | |
| -0.5838 | -1.82 | |
| 0.8764 | 2.15 |
Estimation Period:
Mar 1, 2023 to Feb 6, 2026
Mar 1, 2023 to Feb 6, 2026
News Impact Curve
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