Forum Markets Inc GARCH 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
180.25%
decreased by 4.53%
1 Week
180.26%
decreased by 4.52%
1 Month
180.31%
decreased by 4.47%
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 | |
|---|---|---|
| 0.0089 | 3.46 | |
| 0.0789 | 3.95 | |
| 0.9211 | 79.45 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
Other Forum Markets Inc Analyses
Other GARCH Analyses on Equities