IDT Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.26%
unchanged at 0.00%
1 Week
36.45%
increased by 1.19%
1 Month
38.72%
increased by 3.46%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1244 | 17.13 | |
| 0.7569 | 79.93 | |
| 0.0296 | 2.22 | |
| 0.0209 | 1.90 | |
| 0.0112 | 2.36 | |
| 0.9870 | 169.30 |
Estimation Period:
May 11, 2001 to Jun 5, 2026
May 11, 2001 to Jun 5, 2026
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