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, May 24th, 2026
1 Day
0.72%
decreased by 66.75%
1 Week
0.67%
decreased by 66.80%
1 Month
0.53%
decreased by 66.94%
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 | |
|---|---|---|
| 36 | ||
| 0.7500 | 7,499,800.00 | |
| 0.0000 | 200.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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