CFG Bank SA MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
25.32%
increased by 1.50%
1 Week
26.88%
increased by 3.06%
1 Month
27.31%
increased by 3.49%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3850 | 15.99 | |
| 0.0000 | 0.00 | |
| -0.2764 | -10.48 | |
| 2.8130 | 0.03 | |
| 0.0517 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 18, 2023 to May 15, 2026
Dec 18, 2023 to May 15, 2026
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