Datamatics Global Services MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.38%
increased by 2.45%
1 Week
47.03%
increased by 4.10%
1 Month
49.78%
increased by 6.85%
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 | |
|---|---|---|
| 21 | ||
| 0.1045 | 17.50 | |
| 0.7212 | 49.96 | |
| 0.0374 | 3.10 | |
| 0.0377 | 1.67 | |
| 0.0101 | 3.07 | |
| 0.9867 | 214.09 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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