Meta Platforms Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
40.29%
decreased by 1.92%
1 Week
40.54%
decreased by 1.67%
1 Month
41.15%
decreased by 1.06%
Analysis last updated: Friday, June 12, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0157 | 4.39 | |
| 0.7385 | 21.59 | |
| 0.1265 | 7.49 | |
| 0.0427 | 0.36 | |
| 0.0230 | 0.55 | |
| 0.9704 | 15.44 |
Estimation Period:
May 18, 2012 to Jun 12, 2026
May 18, 2012 to Jun 12, 2026
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