Datamatics Global Services AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
42.97%
decreased by 0.73%
1 Week
45.27%
increased by 1.57%
1 Month
49.94%
increased by 6.24%
Analysis last updated: Thursday, May 21, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1720 | 26.24 | |
| 0.1237 | 30.97 | |
| 0.7765 | 128.28 | |
| -0.2038 | -1.78 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
Other Datamatics Global Services Analyses
Other AGARCH Analyses on International Equities