Blackedge Ltd GARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
40.75%
decreased by 0.91%
1 Week
40.59%
decreased by 1.07%
1 Month
39.99%
decreased by 1.67%
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 | |
|---|---|---|
| 0.0236 | 7.96 | |
| 0.0482 | 12.93 | |
| 0.9443 | 261.23 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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