National Aerospace Fastener EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
60.33%
decreased by 3.07%
1 Week
59.90%
decreased by 3.50%
1 Month
58.55%
decreased by 4.85%
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 | |
|---|---|---|
| 0.0816 | 26.72 | |
| 0.1758 | 31.70 | |
| 0.9667 | 745.89 | |
| 0.0057 | 1.35 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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