XTB S A MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
55.92%
decreased by 0.97%
1 Week
56.33%
decreased by 0.56%
1 Month
57.07%
increased by 0.18%
Analysis last updated: Friday, June 12, 2026 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0556 | 3.76 | |
| 0.8021 | 18.44 | |
| -0.0382 | -1.82 | |
| 0.0093 | 0.09 | |
| 0.0063 | 0.46 | |
| 0.9937 | 45.79 |
Estimation Period:
Mar 4, 2021 to Jun 5, 2026
Mar 4, 2021 to Jun 5, 2026
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