Datamatics Global Services APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.80%
increased by 2.19%
1 Week
48.01%
increased by 3.40%
1 Month
51.37%
increased by 6.76%
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 | |
|---|---|---|
| 0.4057 | 10.47 | |
| 0.1037 | 21.04 | |
| 0.8557 | 133.62 | |
| 0.0235 | 1.03 | |
| 1.5589 | 20.62 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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