G-Devs SA Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
98.32%
increased by 1.15%
1 Week
131.06%
increased by 33.89%
1 Month
165.77%
increased by 68.60%
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 | |
|---|---|---|
| 1.2614 | 2.80 | |
| 0.5731 | 2.86 | |
| 0.2335 | 2.01 | |
| 0.7848 | 0.87 |
Estimation Period:
Nov 4, 2024 to Jun 19, 2026
Nov 4, 2024 to Jun 19, 2026
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