Datamatics Global Services GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.84%
increased by 1.64%
1 Week
47.75%
increased by 2.55%
1 Month
50.16%
increased by 4.96%
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 | |
|---|---|---|
| 0.7044 | 17.47 | |
| 0.0911 | 23.43 | |
| 0.8489 | 132.64 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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