GMO TECH Holdings Inc Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
50.13%
unchanged at 0.00%
1 Week
50.13%
unchanged at 0.00%
1 Month
50.13%
unchanged at 0.00%
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 | |
|---|---|---|
| 2.0036 | 3.22 | |
| 0.0000 | 0.00 | |
| 0.7290 | 2.68 | |
| 267.0743 | 1.02 | |
| -125.7992 | -0.27 | |
| -615.0879 | -1.61 | |
| 1,156.9290 | 4.45 | |
| -1,191.3370 | -5.69 | |
| 687.6495 | 2.79 | |
| -70.2781 | -0.22 |
Estimation Period:
Oct 1, 2025 to May 15, 2026
Oct 1, 2025 to May 15, 2026
Other GMO TECH Holdings Inc Analyses
Other Spline-GARCH Analyses on International Equities