VT Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
57.40%
increased by 1.03%
1 Week
59.54%
increased by 3.17%
1 Month
62.33%
increased by 5.96%
Analysis last updated: Wednesday, June 24, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1661 | 25.01 | |
| 0.6053 | 27.70 | |
| -0.0207 | -1.96 | |
| 0.2648 | 1.09 | |
| 0.1676 | 1.42 | |
| 0.8219 | 6.22 |
Estimation Period:
Jan 19, 2001 to Jun 19, 2026
Jan 19, 2001 to Jun 19, 2026
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