Marketingforce Management MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.88%
decreased by 12.18%
1 Week
69.96%
decreased by 9.10%
1 Month
70.51%
decreased by 8.55%
Analysis last updated: Thursday, May 21, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2231 | 1.02 | |
| 0.0000 | 0.00 | |
| -0.2231 | -1.02 | |
| 10.0000 | 0.02 | |
| 0.0157 | 0.02 | |
| 0.4772 | 0.01 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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