GMO TECH Holdings Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.06%
increased by 2.16%
1 Week
26.42%
increased by 5.52%
1 Month
27.95%
increased by 7.05%
Analysis last updated: Thursday, May 21, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8691 | 6.75 | |
| 0.1391 | 7.09 | |
| 0.3789 | 36.94 | |
| -2.2062 | -8.34 |
Estimation Period:
Oct 1, 2025 to May 15, 2026
Oct 1, 2025 to May 15, 2026
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