XTB S A MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
59.53%
decreased by 1.67%
1 Week
58.99%
decreased by 2.21%
1 Month
58.15%
decreased by 3.05%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0540 | 4.12 | |
| 0.8153 | 20.92 | |
| -0.0349 | -1.83 | |
| 0.0096 | 0.10 | |
| 0.0065 | 0.52 | |
| 0.9935 | 49.94 |
Estimation Period:
Mar 4, 2021 to May 15, 2026
Mar 4, 2021 to May 15, 2026
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