First Steamship MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
37.55%
decreased by 3.07%
1 Week
38.80%
decreased by 1.82%
1 Month
39.47%
decreased by 1.15%
Analysis last updated: Thursday, May 21, 2026 at 08:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1602 | 33.76 | |
| 0.6300 | 62.76 | |
| 0.0047 | 0.75 | |
| 0.7202 | 1.75 | |
| 0.4179 | 1.86 | |
| 0.4836 | 1.75 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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