Revo Insurance Spa MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.61%
increased by 0.16%
1 Week
63.05%
increased by 4.60%
1 Month
64.04%
increased by 5.59%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2985 | 3.52 | |
| 0.2085 | 2.30 | |
| -0.2985 | -3.17 | |
| 0.0540 | 0.21 | |
| 0.0549 | 0.26 | |
| 0.9451 | 4.14 |
Estimation Period:
Nov 29, 2022 to May 15, 2026
Nov 29, 2022 to May 15, 2026
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