Forum Markets Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
240.62%
decreased by 21.39%
1 Week
285.04%
increased by 23.03%
1 Month
650.43%
increased by 388.42%
Analysis last updated: Friday, May 22, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0131 | -2.10 | |
| 0.3273 | 13.84 | |
| 0.8429 | 161.19 | |
| 0.2400 | 4.75 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
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