Datamatics Global Services EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
53.52%
increased by 6.73%
1 Week
54.28%
increased by 7.49%
1 Month
56.33%
increased by 9.54%
Analysis last updated: Saturday, May 23, 2026 at 02:49 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1859 | 17.06 | |
| 0.2109 | 25.91 | |
| 0.9298 | 213.49 | |
| 0.0054 | 0.87 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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