GMO TECH Holdings Inc EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
8.18%
increased by 0.16%
1 Week
8.42%
increased by 0.40%
1 Month
9.31%
increased by 1.29%
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 | |
|---|---|---|
| -0.0083 | -0.12 | |
| -0.2654 | -6.15 | |
| 0.9712 | 56.58 | |
| 0.2373 | 4.63 |
Estimation Period:
Oct 1, 2025 to May 15, 2026
Oct 1, 2025 to May 15, 2026
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