Centiel AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
80.63%
decreased by 4.00%
1 Week
83.29%
decreased by 1.34%
1 Month
88.78%
increased by 4.15%
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 | |
|---|---|---|
| 0.7459 | 3.46 | |
| 0.1319 | 6.91 | |
| 0.7665 | 19.44 | |
| 0.2332 | 0.70 | |
| -0.5900 | -1.26 | |
| 0.5830 | 2.17 | |
| -0.0642 | -0.26 | |
| -0.4017 | -2.30 | |
| 0.5772 | 2.78 | |
| -0.8714 | -3.16 | |
| 1.0907 | 3.86 | |
| -0.7917 | -3.86 | |
| 0.1964 | 1.63 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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