Datamatics Global Services Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.48%
increased by 2.69%
1 Week
46.66%
increased by 3.87%
1 Month
48.53%
increased by 5.74%
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 | |
|---|---|---|
| 0.9637 | 4.99 | |
| 0.1074 | 5.80 | |
| 0.7354 | 16.21 | |
| 0.1485 | 1.45 | |
| -0.3792 | -2.60 | |
| 0.5130 | 6.22 | |
| -0.4810 | -6.56 | |
| 0.2700 | 3.61 | |
| -0.0724 | -0.96 | |
| -0.0265 | -0.38 | |
| 0.0451 | 0.84 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
Other Datamatics Global Services Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities