Amrest Holdings Se MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
28.43%
decreased by 0.43%
1 Week
29.15%
increased by 0.29%
1 Month
31.00%
increased by 2.14%
Analysis last updated: Friday, June 26, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0639 | 15.80 | |
| 0.8202 | 66.18 | |
| 0.0542 | 7.94 | |
| 0.0278 | 2.96 | |
| 0.0162 | 3.46 | |
| 0.9783 | 161.64 |
Estimation Period:
Apr 27, 2005 to Jun 19, 2026
Apr 27, 2005 to Jun 19, 2026
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