Centiel AG EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
69.62%
decreased by 2.00%
1 Week
70.17%
decreased by 1.45%
1 Month
72.20%
increased by 0.58%
Analysis last updated: Thursday, May 21, 2026 at 09:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 19.80 | |
| 0.2003 | 33.55 | |
| 0.9820 | 707.50 | |
| -0.0389 | -4.87 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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