Shangri-La Asia Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
30.21%
decreased by 1.48%
1 Week
29.60%
decreased by 2.09%
1 Month
29.39%
decreased by 2.30%
Analysis last updated: Thursday, May 21, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1378 | 24.22 | |
| 0.6270 | 41.68 | |
| 0.0286 | 3.82 | |
| 0.0473 | 1.73 | |
| 0.0361 | 3.92 | |
| 0.9551 | 77.76 |
Estimation Period:
Jun 17, 1993 to May 15, 2026
Jun 17, 1993 to May 15, 2026
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