Datamatics Global Services Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.49%
increased by 2.69%
1 Week
47.86%
increased by 4.06%
1 Month
49.97%
increased by 6.17%
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 | |
|---|---|---|
| 0.9749 | 5.06 | |
| 0.1091 | 5.81 | |
| 0.7302 | 15.96 | |
| 0.1580 | 1.54 | |
| -0.3950 | -2.72 | |
| 0.5244 | 6.38 | |
| -0.4900 | -6.70 | |
| 0.2759 | 3.67 | |
| -0.0740 | -0.94 | |
| -0.0317 | -0.35 | |
| 0.0658 | 0.43 |
Estimation Period:
Sep 1, 2004 to May 15, 2026
Sep 1, 2004 to May 15, 2026
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