Blackedge Ltd MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Sunday, June 14th, 2026
1 Day
0.26%
decreased by 6.98%
1 Week
0.22%
decreased by 7.02%
1 Month
0.15%
decreased by 7.09%
Analysis last updated: Friday, June 12, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Feb 9, 2021 to Jun 11, 2026
Feb 9, 2021 to Jun 11, 2026
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