Datamatics Global Services Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
44.52%
decreased by 0.92%
1 Week
45.98%
increased by 0.54%
1 Month
48.25%
increased by 2.81%
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 | |
|---|---|---|
| 0.9582 | 4.97 | |
| 0.1081 | 5.82 | |
| 0.7335 | 16.13 | |
| 0.1440 | 1.41 | |
| -0.3717 | -2.56 | |
| 0.5090 | 6.20 | |
| -0.4823 | -6.64 | |
| 0.2772 | 3.74 | |
| -0.0824 | -1.10 | |
| -0.0178 | -0.26 | |
| 0.0405 | 0.77 |
Estimation Period:
Sep 1, 2004 to Jun 5, 2026
Sep 1, 2004 to Jun 5, 2026
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