G-Devs SA MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
63.78%
decreased by 2.96%
1 Week
76.24%
increased by 9.50%
1 Month
121.44%
increased by 54.70%
Analysis last updated: Friday, June 26, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2565 | 24.94 | |
| 0.6438 | 74.74 | |
| 0.1255 | 5.35 | |
| 10.0000 | 1.02 | |
| 0.3553 | 1.11 | |
| 0.4940 | 1.01 |
Estimation Period:
Nov 4, 2024 to Jun 19, 2026
Nov 4, 2024 to Jun 19, 2026
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