Mark Dynamics Indo MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
39.48%
decreased by 0.73%
1 Week
41.66%
increased by 1.45%
1 Month
49.43%
increased by 9.22%
Analysis last updated: Thursday, May 21, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1904 | 17.61 | |
| 0.8180 | 172.43 | |
| -0.0174 | -0.76 | |
| 0.9438 | 16.46 | |
| 0.0000 | 0.02 | |
| 0.9993 | 1,676.65 |
Estimation Period:
Jul 12, 2017 to May 13, 2026
Jul 12, 2017 to May 13, 2026
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