Centiel AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
71.59%
decreased by 3.14%
1 Week
73.38%
decreased by 1.35%
1 Month
78.64%
increased by 3.91%
Analysis last updated: Thursday, May 21, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0993 | 14.89 | |
| 0.8280 | 109.43 | |
| 0.0450 | 4.73 | |
| 0.0486 | 3.32 | |
| 0.0652 | 8.48 | |
| 0.9313 | 117.28 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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