VT Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
53.22%
decreased by 1.80%
1 Week
55.70%
increased by 0.68%
1 Month
59.06%
increased by 4.04%
Analysis last updated: Wednesday, June 3, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1664 | 25.01 | |
| 0.6077 | 27.87 | |
| -0.0228 | -2.14 | |
| 0.2646 | 1.10 | |
| 0.1670 | 1.42 | |
| 0.8224 | 6.25 |
Estimation Period:
Jan 19, 2001 to Jun 2, 2026
Jan 19, 2001 to Jun 2, 2026
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