Allfunds Group Limited MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
31.25%
decreased by 0.20%
1 Week
33.00%
increased by 1.55%
1 Month
32.73%
increased by 1.28%
Analysis last updated: Thursday, May 21, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0595 | 1.54 | |
| 0.0000 | 0.00 | |
| 0.1823 | 1.88 | |
| 0.0474 | 0.08 | |
| 0.0101 | 0.25 | |
| 0.9807 | 8.65 |
Estimation Period:
Apr 23, 2021 to May 15, 2026
Apr 23, 2021 to May 15, 2026
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