Meta Platforms Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
34.64%
decreased by 0.37%
1 Week
36.45%
increased by 1.44%
1 Month
39.17%
increased by 4.16%
Analysis last updated: Friday, May 22, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0157 | 4.42 | |
| 0.7377 | 21.60 | |
| 0.1287 | 7.39 | |
| 0.0427 | 0.36 | |
| 0.0227 | 0.56 | |
| 0.9707 | 15.72 |
Estimation Period:
May 18, 2012 to May 22, 2026
May 18, 2012 to May 22, 2026
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