National Aerospace Fastener AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
64.00%
decreased by 3.61%
1 Week
63.41%
decreased by 4.20%
1 Month
61.29%
decreased by 6.32%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1604 | 16.35 | |
| 0.0933 | 37.67 | |
| 0.8872 | 308.61 | |
| -0.2172 | -2.95 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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