Blackedge Ltd AGARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
36.78%
decreased by 9.83%
1 Week
33.48%
decreased by 13.13%
1 Month
28.99%
decreased by 17.62%
Analysis last updated: Thursday, May 21, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5502 | 19.45 | |
| 0.2427 | 17.95 | |
| 0.5356 | 37.80 | |
| 0.5220 | 9.11 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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