Centiel AG Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
80.18%
increased by 19.00%
1 Week
74.28%
increased by 13.10%
1 Month
62.42%
increased by 1.24%
Analysis last updated: Saturday, May 23, 2026 at 04:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7767 | 3.71 | |
| 0.1466 | 6.87 | |
| 0.7146 | 15.87 | |
| 0.2631 | 0.84 | |
| -0.6295 | -1.43 | |
| 0.6028 | 2.42 | |
| -0.0806 | -0.36 | |
| -0.3893 | -2.40 | |
| 0.5666 | 2.90 | |
| -0.8526 | -3.18 | |
| 1.0230 | 3.70 | |
| -0.5667 | -2.57 | |
| -0.5518 | -1.42 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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