Blackedge Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
36.38%
decreased by 11.59%
1 Week
38.48%
decreased by 9.49%
1 Month
38.97%
decreased by 9.00%
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 | |
|---|---|---|
| 1.0498 | 4.08 | |
| 0.1709 | 2.68 | |
| 0.0000 | 0.00 | |
| -2.3518 | -1.00 | |
| 5.5817 | 1.66 | |
| -7.1239 | -3.37 | |
| 7.1648 | 3.33 | |
| -7.4600 | -3.02 | |
| 10.3508 | 2.92 | |
| -10.7991 | -2.59 | |
| 6.9131 | 1.89 | |
| -1.4744 | -0.50 | |
| -3.1718 | -0.93 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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