National Aerospace Fastener MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.73%
decreased by 6.77%
1 Week
64.14%
decreased by 9.36%
1 Month
58.17%
decreased by 15.33%
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 | |
|---|---|---|
| 76 | ||
| 0.1152 | 27.98 | |
| 0.7609 | 98.07 | |
| 0.0012 | 0.22 | |
| 1.2147 | 0.40 | |
| 0.8354 | 0.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 2002 to May 15, 2026
Jun 18, 2002 to May 15, 2026
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