Polaris Group MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.50%
decreased by 4.78%
1 Week
58.41%
decreased by 2.87%
1 Month
60.76%
decreased by 0.52%
Analysis last updated: Thursday, May 21, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1934 | 16.87 | |
| 0.7029 | 24.83 | |
| -0.0826 | -5.10 | |
| 1.4942 | 0.56 | |
| 0.1070 | 0.57 | |
| 0.7889 | 2.11 |
Estimation Period:
Feb 15, 2016 to May 15, 2026
Feb 15, 2016 to May 15, 2026
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