Datamatics Global Services MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
45.41%
decreased by 1.01%
1 Week
47.06%
increased by 0.64%
1 Month
49.76%
increased by 3.34%
Analysis last updated: Friday, June 12, 2026 at 08:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1046 | 17.53 | |
| 0.7210 | 49.91 | |
| 0.0368 | 3.05 | |
| 0.0377 | 1.66 | |
| 0.0101 | 3.06 | |
| 0.9867 | 213.48 |
Estimation Period:
Sep 1, 2004 to Jun 5, 2026
Sep 1, 2004 to Jun 5, 2026
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