Valbiotis SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
69.66%
decreased by 0.70%
1 Week
74.01%
increased by 3.65%
1 Month
78.67%
increased by 8.31%
Analysis last updated: Thursday, May 21, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1764 | 0.39 | |
| 0.0000 | 0.00 | |
| -0.1764 | -0.39 | |
| 7.1855 | 0.09 | |
| 0.2969 | 0.07 | |
| 0.3912 | 0.05 |
Estimation Period:
Feb 15, 2021 to May 15, 2026
Feb 15, 2021 to May 15, 2026
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