PT M Cash Integras MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
56.29%
decreased by 7.67%
1 Week
59.42%
decreased by 4.54%
1 Month
68.18%
increased by 4.22%
Analysis last updated: Thursday, May 21, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1216 | 14.69 | |
| 0.7557 | 71.13 | |
| 0.1510 | 12.81 | |
| 2.1125 | 2.15 | |
| 0.9392 | 2.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 1, 2017 to May 13, 2026
Nov 1, 2017 to May 13, 2026
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