GMO TECH Holdings Inc MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.99%
decreased by 3.93%
1 Week
30.26%
decreased by 0.66%
1 Month
31.19%
increased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.5000 | 154.37 | |
| 0.0693 | 2,390.90 | |
| -0.5000 | -144.09 | |
| 0.0000 | 0.00 | |
| 0.0582 | 2.06 | |
| 0.9418 | 14.03 |
Estimation Period:
Oct 1, 2025 to Jun 5, 2026
Oct 1, 2025 to Jun 5, 2026
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